Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR IE00BD6G9P01 BLK HY S COR-A USD FOUND Blackstone High Yield Systemat Multinational Funds 127.0 LU0772946512 NORDEA 1-EUROP FIN DEBT-XEUR Nordea 1 - European Financial Multinational Funds 69.5 XS1217882171 KOMMUNAL LANDSPENSJONSKA KOMLAN 4 1/4 06/10/45 Norway Financial 24.9 XS1117286580 DANICA PENSION DANPEN 4 3/8 09/29/45 Denmark Financial 24.1 DK0030386610 DANSKE BANK A/S DANBNK Float PERP Denmark Financial 16.0 DK0030352471 NYKREDIT REALKREDIT AS NYKRE 4 1/8 PERP Denmark Financial 15.2 CH0271428309 UBS GROUP AG UBS 5 3/4 PERP Switzerland Financial 14.7 XS1886605333 BENWB FINANCE SA BENWBF 2.092 11/19/30 Luxembourg Financial 14.4 BRSTNCLTN7S1 LETRA TESOURO NACIONAL BLTN 0 01/01/24 Brazil Sovereign 12.3 DK0030420492 VELLIV PENSION & LIV NLPNDK Float 06/08/28 Denmark Financial 12.3 XS1299724911 KUNTARAHOITUS OYJ KUNTA 4 1/2 PERP Finland Regional Agencies 11.7 BRSTNCNTF170 NOTA DO TESOURO NACIONAL BNTNF 10 01/01/25 Brazil Sovereign 11.6 BRSTNCNTF1P8 NOTA DO TESOURO NACIONAL BNTNF 10 01/01/27 Brazil Sovereign 11.3 ZAG000106998 REPUBLIC OF SOUTH AFRICA SAGB 8 01/31/30 South Africa Sovereign 10.4 DK0030487996 NYKREDIT REALKREDIT AS NYKRE 0 7/8 07/28/31 Denmark Financial 10.0 MX0MGO0000D8 MEX BONOS DESARR FIX RT MBONO 7 1/2 06/03/27 Mexico Sovereign 9.9 XS1591694481 TENNET HOLDING BV TENN 2.995 PERP Netherlands Utilities 9.8 XS1190987427 DANSKE BANK A/S DANBNK 5 7/8 PERP Denmark Financial 8.9 IDG000010802 INDONESIA GOVERNMENT INDOGB 8 3/8 03/15/34 Indonesia Sovereign 8.6 TH0623A38308 THAILAND GOVERNMENT BOND THAIGB 1 1/4 03/12/28 Thailand Sovereign 8.5 HK0000198454 EXPORT-IMPORT BANK CHINA EXIMCH 4.4 05/14/24 China Export/Import Bank 8.3 COL17CT03342 TITULOS DE TESORERIA COLTES 7 3/4 09/18/30 Colombia Sovereign 8.2 RU000A0JTK38 RUSSIA GOVT BOND - OFZ RFLB 7.05 01/19/28 Russia Sovereign 8.1 ZAG000096173 REPUBLIC OF SOUTH AFRICA SAGB 8 3/4 02/28/48 South Africa Sovereign 7.8 XS2214238441 REPUBLIC OF ECUADOR ECUA 0 1/2 07/31/35 Ecuador Sovereign 7.0 IDG000015108 INDONESIA GOVERNMENT INDOGB 5 1/2 04/15/26 Indonesia Sovereign 6.9 XS1584997891 RSA INSURANCE GROUP PLC RSALN Float PERP England Financial 6.9 MX0MGO0000R8 MEX BONOS DESARR FIX RT MBONO 7 3/4 11/13/42 Mexico Sovereign 6.8 CND10001RRB3 CHINA GOVERNMENT BOND CGB 3 1/4 11/22/28 China Sovereign 6.6 IDG000011107 INDONESIA GOVERNMENT INDOGB 9 03/15/29 Indonesia Sovereign 6.4 XS1713462742 SYDBANK A/S SYDBDC 5 1/4 PERP Denmark Financial 6.4 MYBMS1300057 MALAYSIA GOVERNMENT MGS 3.733 06/15/28 Malaysia Sovereign 6.4 US91086QAZ19 UNITED MEXICAN STATES MEX 5 3/4 10/12/10 Mexico Sovereign 6.3 XS1205618470 VATTENFALL AB VATFAL 3 03/19/77 Sweden Utilities 6.0 FI4000508007 FINTOIL HAMINA O FNTOIL 7 1/2 07/01/25 Finland Energy 6.0 ZAG000106972 REPUBLIC OF SOUTH AFRICA SAGB 8 3/4 01/31/44 South Africa Sovereign 6.0 NO0010931181 SCATEC ASA SSONO Float 08/19/25 Norway Energy 5.9 NO0010863236 IOG PLC IOGLN Float 09/20/24 England Energy 5.7 USG34072AC59 INTEROCEANICA FINANCE V INTERF 0 05/15/30 Peru Financial 5.7 US143658BN13 CARNIVAL CORP CCL 5 3/4 03/01/27 USA Consumer, Cyclical 5.7 XS2342252603 VATTENFALL AB VATFAL Float 05/26/83 Sweden Utilities 5.6 MX0MGO0000H9 MEX BONOS DESARR FIX RT MBONO 8 1/2 05/31/29 Mexico Sovereign 5.5 CND10001SWR7 CHINA GOVERNMENT BOND CGB 3.22 12/06/25 China Sovereign 5.4 XS2287912450 VERISURE MIDHOLDING AB VERISR 5 1/4 02/15/29 Sweden Consumer, Non-cyclical 5.4 XS1996438948 VIRGIN MEDIA SECURED FIN VMED 5 1/4 05/15/29 England Communications 5.3 RU000A101QE0 RUSSIA GOVT BOND - OFZ RFLB 4 1/2 07/16/25 Russia Sovereign 5.3 FR0014003S56 ELECTRICITE DE FRANCE SA EDF 2 5/8 PERP France Utilities 5.2 XS1590778889 TELIA CO AB TELIAS 3 1/4 10/04/77 Sweden Communications 5.2 XS0279120793 PERU ENHANCED PASS-THRU PERUEN 0 06/02/25 Peru Financial 5.2 RU000A0JVW48 RUSSIA GOVT BOND - OFZ RFLB 8 1/2 09/17/31 Russia Sovereign 5.2 XS2010030836 UKRAINE GOVERNMENT UKRAIN 7.253 03/15/33 Ukraine Sovereign 5.1 US637193BA03 POWER SECTOR ASSETS & LI PSALM 9 5/8 05/15/28 Philippines Financial 5.0 XS2348280707 HUNGARIAN DEVELOPMENT BA MAGYAR 0 3/8 06/09/26 Hungary Financial 5.0 NO0010835192 SMAAKRAFT AS SMAKRA Float 11/02/23 Norway Utilities 5.0 XS2343114687 EUROFINS SCIENTIFIC SE ERFFP 0 7/8 05/19/31 Luxembourg Consumer, Non-cyclical 5.0 XS1224953882 EUROFINS SCIENTIFIC SE ERFFP 4 7/8 PERP Luxembourg Consumer, Non-cyclical 5.0 MX0MGO0000Y4 MEX BONOS DESARR FIX RT MBONO 5 3/4 03/05/26 Mexico Sovereign 5.0 ZAG000077488 REPUBLIC OF SOUTH AFRICA SAGB 6 1/2 02/28/41 South Africa Sovereign 4.9 XS2291793573 INDONESIA INFRASTRUCTU IIFPTN 1 1/2 01/27/26 Indonesia Financial 4.9 USP39198AA76 FERMACA ENTERPRISES S RL FERMCA 6 3/8 03/30/38 Mexico Energy 4.9 XS2078761785 DANSKE BANK A/S DANBNK 1 3/8 02/12/30 Denmark Financial 4.9 XS2069016165 ZIGGO BV ZIGGO 2 7/8 01/15/30 Netherlands Communications 4.8 XS1319820897 SOUTHERN GAS CORRIDOR SGCAZE 6 7/8 03/24/26 Azerbaijan Energy 4.8 CND10002GGR3 CHINA DEVELOPMENT BANK SDBC 3.45 09/20/29 China Financial 4.7 BRSTNCLTN7Q5 LETRA TESOURO NACIONAL BLTN 0 07/01/23 Brazil Sovereign 4.6 XS1788973573 AKELIUS RESIDENTIAL AB AKFAST 3 7/8 10/05/78 Sweden Financial 4.6 XS0173151704 JYSKE BANK A/S JYBC 5.67 07/31/23 Denmark Financial 4.6 XS1245292807 ARGENTUM (SWISS LIFE) SLHNVX 4 3/8 PERP Switzerland Financial 4.5 XS2003473829 LEASEPLAN CORPORATION NV LPTY 7 3/8 PERP Netherlands Financial 4.5 XS2351220814 DANSKE BANK A/S DANBNK 0 3/4 06/09/29 Denmark Financial 4.5 XS2102388837 KFW KFW 1.7 01/17/22 Germany Financial 4.5 MX0MGO000078 MEX BONOS DESARR FIX RT MBONO 10 12/05/24 Mexico Sovereign 4.5 XS2004451121 IHO VERWALTUNGS GMBH IHOVER 3 7/8 05/15/27 Germany Consumer, Cyclical 4.4 XS1690644668 NIDDA HEALTHCARE HOLDING SAZGR 3 1/2 09/30/24 Germany Consumer, Non-cyclical 4.4 US105756CC23 FED REPUBLIC OF BRAZIL BRAZIL 3 7/8 06/12/30 Brazil Sovereign 4.4 HU0000403571 HUNGARY GOVERNMENT BOND HGB 2 1/2 10/24/24 Hungary Sovereign 4.4 NO0010820616 SAND HILL PETROLEUM BV SANDHP 9 04/13/22 Hungary Energy 4.4 MX0MGO000102 MEX BONOS DESARR FIX RT MBONO 8 11/07/47 Mexico Sovereign 4.4 PL0000500310 BANK GOSPODARSTWA KRAJOW BGOSK 1 3/4 03/12/28 Poland Financial 4.4 XS2343014119 DANSKE BANK A/S DANBNK 4 3/8 PERP Denmark Financial 4.3 DE000A3H2VA6 VOSSLOH AG VOSGR 4 PERP Germany Industrial 4.3 USP3143NBF08 CODELCO INC CDEL 3.7 01/30/50 Chile Basic Materials 4.2 XS2357277149 STATE AGE ROADS UKRAVT 6 1/4 06/24/28 Ukraine Industrial 4.2 ZAG000030404 REPUBLIC OF SOUTH AFRICA SAGB 6 1/4 03/31/36 South Africa Sovereign 4.2 XS2214237807 REPUBLIC OF ECUADOR ECUA 0 1/2 07/31/30 Ecuador Sovereign 4.2 RU000A0JS3W6 RUSSIA GOVT BOND - OFZ RFLB 8.15 02/03/27 Russia Sovereign 4.2 DK0030472618 IDAVANG IDAVAN Float 11/11/25 Denmark Consumer, Non-cyclical 4.1 ZAG000077470 REPUBLIC OF SOUTH AFRICA SAGB 7 02/28/31 South Africa Sovereign 4.1 XS1628848241 ARDAGH PKG FIN/HLDGS USA ARGID 4 3/4 07/15/27 USA Industrial 4.1 XS1841967356 DKT FINANCE APS TDCDC 7 06/17/23 Denmark Communications 4.1 NO0010672355 TRYG FORSIKRING TRYGFO Float PERP Denmark Financial 4.1 PL0000102646 POLAND GOVERNMENT BOND POLGB 5 3/4 09/23/22 Poland Sovereign 4.1 USY62014AA64 NAKILAT INC QGTS 6.067 12/31/33 Qatar Utilities 4.1 MX0MGO0000Q0 MEX BONOS DESARR FIX RT MBONO 6 1/2 06/09/22 Mexico Sovereign 4.1 NO0010955909 ADVANZIA BANK SA ADVNZI Float 03/24/31 Luxembourg Financial 4.0 CND10002HX17 CHINA GOVERNMENT BOND CGB 3.12 12/05/26 China Sovereign 4.0

Page 1 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1824425265 PETROLEOS MEXICANOS PEMEX Float 08/24/23 Mexico Energy 4.0 FR0014004750 BANQUE FED CRED BFCM 0 1/4 06/29/28 France Financial 4.0 NO0010825284 HAVILAFJORD AS HAVFJR Float 06/19/23 Norway Industrial 4.0 CND100029RW4 CHINA GOVERNMENT BOND CGB 3 1/4 06/06/26 China Sovereign 4.0 NO0010968449 SMAAKRAFT AS SMAKRA 1 7/8 04/13/26 Norway Utilities 4.0 XS1134780557 ARYZTA EURO FINANCE DAC ARYNSW 6.82 PERP Switzerland Consumer, Non-cyclical 4.0 MYBMO1200017 MALAYSIA GOVERNMENT MGS 3.418 08/15/22 Malaysia Sovereign 4.0 XS1709535097 ABU DHABI CRUDE OIL ADNOUH 4.6 11/02/47 UAE Energy 4.0 USP17460AB56 BOGOTA DISTRIO CAPITAL BOGOTA 9 3/4 07/26/28 Colombia Municipal-City 4.0 CND10002LS67 EXPORT-IMPORT BANK CHINA EXIMCH 3.26 02/24/27 China Export/Import Bank 4.0 US893647BL01 TRANSDIGM INC TDG 5 1/2 11/15/27 USA Industrial 3.9 US71654QDC33 PETROLEOS MEXICANOS PEMEX 6.84 01/23/30 Mexico Energy 3.9 US760942BA98 REPUBLICA ORIENT URUGUAY URUGUA 5.1 06/18/50 Uruguay Sovereign 3.9 SE0015810759 SGL TRANSGROUP INTL SCANBD 7 3/4 04/08/25 Denmark Industrial 3.9 RU000A0JXU14 RUSSIAN FEDERATION RUSSIA 5 1/4 06/23/47 Russia Sovereign 3.8 IDG000011602 INDONESIA GOVERNMENT INDOGB 8 1/4 05/15/36 Indonesia Sovereign 3.8 XS1439749281 TEVA PHARM FNC NL II TEVA 1 1/8 10/15/24 Israel Consumer, Non-cyclical 3.8 USP06077AA22 AUTORIDAD CANAL DE PANAM AUTOPA 4.95 07/29/35 Panama Industrial 3.8 US126307BA42 CSC HOLDINGS LLC CSCHLD 5 3/4 01/15/30 USA Communications 3.8 PL0000111191 POLAND GOVERNMENT BOND POLGB 2 1/2 04/25/24 Poland Sovereign 3.8 US760942BD38 REPUBLICA ORIENT URUGUAY URUGUA 4.975 04/20/55 Uruguay Sovereign 3.8 FR0013367612 ELECTRICITE DE FRANCE SA EDF 4 PERP France Utilities 3.7 XS0767473852 RUSSIAN FEDERATION RUSSIA 5 5/8 04/04/42 Russia Sovereign 3.7 ZAG000107012 REPUBLIC OF SOUTH AFRICA SAGB 8 1/2 01/31/37 South Africa Sovereign 3.7 US279158AN94 ECOPETROL SA ECOPET 6 7/8 04/29/30 Colombia Energy 3.7 XS1640668940 BELDEN INC BDC 3 3/8 07/15/27 USA Industrial 3.7 XS2305362951 FASTIGHETS AB BALDER BALDER 2.873 06/02/81 Sweden Financial 3.7 CND10002HV84 CHINA GOVERNMENT BOND CGB 3.13 11/21/29 China Sovereign 3.7 PL0000111498 POLAND GOVERNMENT BOND POLGB 2 3/4 10/25/29 Poland Sovereign 3.7 USE0351QAB89 ACI AIRPORT SUDAMERICA S ACIAIR 6 7/8 11/29/32 Uruguay Industrial 3.7 US71654QBR20 PETROLEOS MEXICANOS PEMEX 6 3/8 01/23/45 Mexico Energy 3.6 XS2053846262 ALTICE FRANCE SA SFRFP 3 3/8 01/15/28 France Communications 3.6 RU000A0ZZYW2 RUSSIA GOVT BOND - OFZ RFLB 7.95 10/07/26 Russia Sovereign 3.6 XS1493296500 SPECTRUM BRANDS INC SPB 4 10/01/26 USA Consumer, Non-cyclical 3.6 XS2187707893 ELLEVIO AB ELLEVI Float 06/11/27 Sweden Utilities 3.6 XS0240295575 REPUBLIC OF IRAQ IRAQ 5.8 01/15/28 Iraq Sovereign 3.6 XS2090786943 GN STORE NORD GNDC 0 3/4 12/06/23 Denmark Consumer, Non-cyclical 3.5 XS2345996743 TELEFONAKTIEBOLAGET LM E ERICB 1 05/26/29 Sweden Communications 3.5 NO0010911506 LINK MOBILITY GROUP HLDG LINKNO 3 3/8 12/15/25 Norway Technology 3.5 XS2357205587 TERNA SPA TRNIM 0 3/8 06/23/29 Italy Utilities 3.5 XS0784926270 1MDB ENERGY LTD TIAMK 5.99 05/11/22 Malaysia Utilities 3.5 BRSTNCNTF1Q6 NOTA DO TESOURO NACIONAL BNTNF 10 01/01/29 Brazil Sovereign 3.5 RU000A0ZYUA9 RUSSIA GOVT BOND - OFZ RFLB 6.9 05/23/29 Russia Sovereign 3.5 XS2346206902 AMERICAN TOWER CORP AMT 0.45 01/15/27 USA Financial 3.5 XS2355632741 TEOLLISUUDEN VOIMA OYJ TVOYFH 1 3/8 06/23/28 Finland Utilities 3.5 DE000A11QR73 BAYER AG BAYNGR 3 3/4 07/01/74 Germany Consumer, Non-cyclical 3.5 XS2207430120 TENNET HOLDING BV TENN 2.374 PERP Netherlands Utilities 3.5 US836205BA15 REPUBLIC OF SOUTH AFRICA SOAF 4.85 09/30/29 South Africa Sovereign 3.5 XS1799939027 VOLKSWAGEN INTL FIN NV VW 4 5/8 PERP Germany Consumer, Cyclical 3.5 US88033GDJ67 TENET HEALTHCARE CORP THC 6 1/8 10/01/28 USA Consumer, Non-cyclical 3.5 USP37146AA81 EMPRESA DE TRANSMISION EMTESA 5 1/8 05/02/49 Panama Utilities 3.5 NO0010809932 B2 HOLDING ASA BTWO Float 11/14/22 Norway Financial 3.5 XS1750114396 OMAN GOV INTERNTL BOND OMAN 6 3/4 01/17/48 Oman Sovereign 3.4 XS1720192696 ORSTED A/S ORSTED 2 1/4 11/24/17 Denmark Utilities 3.4 XS1989833816 WILLIAM HILL PLC WMH 4 3/4 05/01/26 England Consumer, Cyclical 3.4 US23918KAS78 DAVITA INC DVA 4 5/8 06/01/30 USA Consumer, Non-cyclical 3.4 RU000A0JXFM1 RUSSIA GOVT BOND - OFZ RFLB 7.7 03/23/33 Russia Sovereign 3.4 XS1598757760 GRIFOLS SA GRFSM 3.2 05/01/25 Spain Consumer, Non-cyclical 3.4 XS2339967932 DUA CAPITAL LTD KNBZMK 2.78 05/11/31 Malaysia Financial 3.4 XS2231814570 VIVO ENERGY INVESTMENTS VIVENE 5 1/8 09/24/27 Morocco Consumer, Cyclical 3.4 XS2353270239 SSAB AB SSABAS Float 06/16/26 Sweden Basic Materials 3.4 XS2159874002 LUKOIL SECURITIES BV LUKOIL 3 7/8 05/06/30 Russia Energy 3.3 XS1577953331 JYSKE BANK A/S JYBC 4 3/4 PERP Denmark Financial 3.3 US91087BAM28 UNITED MEXICAN STATES MEX 2.659 05/24/31 Mexico Sovereign 3.3 USV3855LAA71 GREENKO MAURITIUS LTD GRNKEN 6 1/4 02/21/23 India Energy 3.3 US040114HT09 REPUBLIC OF ARGENTINA ARGENT 0 1/8 07/09/35 Argentina Sovereign 3.3 DE000A2G8WA3 PROGROUP AG PROGRP 3 03/31/26 Germany Diversified 3.3 US345370CW84 FORD MOTOR COMPANY F 9 04/22/25 USA Consumer, Cyclical 3.3 XS2076169668 SKANDINAVISKA ENSKILDA SEB 5 1/8 PERP Sweden Financial 3.3 TH0623A3C606 THAILAND GOVERNMENT BOND THAIGB 3.775 06/25/32 Thailand Sovereign 3.2 XS1864523300 ESKOM HOLDINGS SOC LTD ESKOM 6.35 08/10/28 South Africa Utilities 3.2 NO0010923220 AKER HORIZONS HOLDING AS AKHNO Float 08/15/25 Norway Financial 3.2 USG11176AA54 BIOCEANICO SOVEREIGN PARCRT 0 06/05/34 Paraguay Industrial 3.2 NO0010861768 NRC GROUP ASA NRCNO Float 09/13/24 Norway Industrial 3.1 DK0030405931 TOPDANMARK A/S TOPDC Float PERP Denmark Financial 3.1 XS2225893630 DANSKE BANK A/S DANBNK 1 1/2 09/02/30 Denmark Financial 3.1 US698299AT16 REPUBLIC OF PANAMA PANAMA 8 1/8 04/28/34 Panama Sovereign 3.1 US922646AS37 REPUBLIC OF VENEZUELA VENZ 9 1/4 09/15/27 Venezuela Sovereign 3.1 XS1405777589 OMAN GOV INTERNTL BOND OMAN 4 3/4 06/15/26 Oman Sovereign 3.1 USG84228CQ91 STANDARD CHARTERED PLC STANLN 7 1/2 PERP England Financial 3.1 NO0010831951 BOREAL HOLDING AS BRLHLD Float 10/03/25 Hong Kong Industrial 3.1 XS2013618421 ISS GLOBAL A/S ISSDC 0 7/8 06/18/26 Denmark Consumer, Non-cyclical 3.0 XS2079388828 DUFRY ONE BV DUFNSW 2 02/15/27 Switzerland Consumer, Cyclical 3.0 US45258LAA52 IMOLA MERGER CORP IM 4 3/4 05/15/29 USA Industrial 3.0 MX0MGO0000J5 MEX BONOS DESARR FIX RT MBONO 8 1/2 11/18/38 Mexico Sovereign 3.0 XS2199597456 TK ELEVATOR MIDCO GMBH THYELE 4 3/8 07/15/27 Germany Industrial 3.0 TH0623037C05 THAILAND GOVERNMENT BOND THAIGB 3.58 12/17/27 Thailand Sovereign 3.0 US023771S586 AMERICAN AIRLINES INC AAL 11 3/4 07/15/25 USA Consumer, Cyclical 3.0 XS2344735811 ENI SPA ENIIM 0 3/8 06/14/28 Italy Energy 3.0 XS2249741245 GALAXY PIPELINE ASSETS ADGLXY 2 5/8 03/31/36 UAE Energy 3.0 MX0MGO0000B2 MEX BONOS DESARR FIX RT MBONO 10 11/20/36 Mexico Sovereign 3.0 NO0010997950 NORLANDIA HEALTH CARE NOHLCR Float 05/27/25 Norway Consumer, Non-cyclical 3.0 XS1890845875 IBERDROLA INTL BV IBESM 3 1/4 PERP Spain Utilities 3.0 US46556M2A90 ITAU UNIBANCO HLDG SA/KY ITAU 3 7/8 04/15/31 Brazil Financial 3.0 XS1577952952 UKRAINE GOVERNMENT UKRAIN 7 3/8 09/25/32 Ukraine Sovereign 3.0 XS2072829794 NETFLIX INC NFLX 3 5/8 06/15/30 USA Communications 3.0

Page 2 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2342725947 ARLA FOODS AMBA ARLA Float 07/17/26 Denmark Consumer, Non-cyclical 3.0 US345370CV02 FORD MOTOR COMPANY F 8 1/2 04/21/23 USA Consumer, Cyclical 3.0 XS1211040917 TEVA PHARM FNC NL II TEVA 1 1/4 03/31/23 Israel Consumer, Non-cyclical 3.0 USG8450LAP97 STATE GRID OVERSEAS INV CHGRID 4 1/4 05/02/28 China Utilities 3.0 USP5875NAB93 INVERSIONES LATAM POWER ILAPCL 5 1/8 06/15/33 Chile Energy 3.0 USY7758EEG27 SHRIRAM TRANSPORT FIN SHTFIN 4.4 03/13/24 India Financial 2.9 XS2301051541 DEV BANK PHILIPPINES DEVPHI 2 3/8 03/11/31 Philippines Financial 2.9 US900123CL22 REPUBLIC OF TURKEY TURKEY 6 03/25/27 Turkey Sovereign 2.9 XS1558078496 ARAB REPUBLIC OF EGYPT EGYPT 8 1/2 01/31/47 Egypt Sovereign 2.9 MYBMN1300033 MALAYSIA GOVERNMENT MGS 3.48 03/15/23 Malaysia Sovereign 2.9 IDG000012907 INDONESIA GOVERNMENT INDOGB 8 1/4 05/15/29 Indonesia Sovereign 2.9 NO0010870900 NORWEGIAN ENERGY CO NORNO 9 06/17/26 Norway Energy 2.9 USY7133MAC39 PT PELABUHAN INDO II PLBIIJ 4 1/4 05/05/25 Indonesia Industrial 2.9 BRSTNCNTF147 NOTA DO TESOURO NACIONAL BNTNF 10 01/01/23 Brazil Sovereign 2.9 ZAG000125972 REPUBLIC OF SOUTH AFRICA SAGB 8 7/8 02/28/35 South Africa Sovereign 2.9 CZ0001004253 CZECH REPUBLIC CZGB 2.4 09/17/25 Czech Republic Sovereign 2.9 USP3579ECG00 DOMINICAN REPUBLIC DOMREP 5 7/8 01/30/60 Dominican Republic Sovereign 2.9 XS0294895999 BREEZE FINANCE SA BREEZE 4.524 04/19/27 Luxembourg Utilities 2.9 US02156LAF85 ALTICE FRANCE SA SFRFP 5 1/8 07/15/29 France Communications 2.9 XS2234859101 OMAN GOV INTERNTL BOND OMAN 6 3/4 10/28/27 Oman Sovereign 2.9 XS2272845798 VZ VENDOR FINANCING ZIGGO 2 7/8 01/15/29 Netherlands Communications 2.8 IDG000012204 INDONESIA GOVERNMENT INDOGB 7 1/2 08/15/32 Indonesia Sovereign 2.8 IDG000009002 INDONESIA GOVERNMENT INDOGB 10 1/2 08/15/30 Indonesia Sovereign 2.8 US698299BH68 REPUBLIC OF PANAMA PANAMA 4 1/2 04/16/50 Panama Sovereign 2.8 US760942AS16 REPUBLICA ORIENT URUGUAY URUGUA 7 5/8 03/21/36 Uruguay Sovereign 2.8 XS2325735897 SEPLAT ENERGY PL SEPLLN 7 3/4 04/01/26 Nigeria Energy 2.8 US040114HU71 REPUBLIC OF ARGENTINA ARGENT 0 1/8 01/09/38 Argentina Sovereign 2.8 US71567RAP10 PERUSAHAAN PENERBIT SBSN INDOIS 2.8 06/23/30 Indonesia Sovereign 2.8 IDG000013202 INDONESIA GOVERNMENT INDOGB 8 3/8 04/15/39 Indonesia Sovereign 2.8 CH0522690715 RUSSIAN RAIL(RZD CAP) RURAIL 0.84 03/12/26 Russia Industrial 2.8 CL0002187822 BONOS TESORERIA PESOS BTPCL 5 03/01/35 Chile Sovereign 2.8 US445545AF36 HUNGARY REPHUN 7 5/8 03/29/41 Hungary Sovereign 2.8 XS2357812556 GUALA CLOSURES S GCLIM 3 1/4 06/15/28 Italy Industrial 2.7 US00253XAB73 AMERICAN AIRLINES/AADVAN AAL 5 3/4 04/20/29 USA Consumer, Cyclical 2.7 NO0010894330 GENEL ENERGY FIN IV GENLLN 9 1/4 10/14/25 Iraq Energy 2.7 XS1750113661 OMAN GOV INTERNTL BOND OMAN 5 5/8 01/17/28 Oman Sovereign 2.7 TH062303G606 THAILAND GOVERNMENT BOND THAIGB 3.4 06/17/36 Thailand Sovereign 2.7 XS2324364251 FONCIA MANAGEMENT SASU FONFP 3 3/8 03/31/28 France Financial 2.7 XS2241075014 ARAB REPUBLIC OF EGYPT EGYPT 5 1/4 10/06/25 Egypt Sovereign 2.7 USM8220VAA28 RUWAIS POWER CO PJSC RPCUH 6 08/31/36 UAE Utilities 2.7 MYBML1900018 MALAYSIA GOVERNMENT MGS 3.906 07/15/26 Malaysia Sovereign 2.7 XS0906085179 1MDB GLOBAL INVESTMENTS OGIMK 4.4 03/09/23 Malaysia Sovereign Agency 2.7 HK0000536356 AGRICUL DEV BANK CHINA ADBCH 3.4 11/06/24 China Financial 2.7 XS1693822634 ABN AMRO BANK NV ABNANV 4 3/4 PERP Netherlands Financial 2.7 XS2083131859 UZBEK INDUSTRIAL AND CON SQBNZU 5 3/4 12/02/24 Uzbekistan Financial 2.7 USL8915MAA38 SWISS INSURED BRAZIL SWISBR 9.85 07/16/32 Brazil Financial 2.7 CL0002172501 BONOS TESORERIA PESOS BTPCL 4 1/2 03/01/26 Chile Sovereign 2.7 XS1777972941 REPUBLIC OF NIGERIA NGERIA 7.696 02/23/38 Nigeria Sovereign 2.7 USN57445AA17 MINEJESA CAPITAL BV MINCAP 4 5/8 08/10/30 Indonesia Utilities 2.7 USP3579EBV85 DOMINICAN REPUBLIC DOMREP 5.95 01/25/27 Dominican Republic Sovereign 2.7 USX10001AA78 ALLIANZ SE ALVGR 3 1/2 PERP Germany Financial 2.7 DE000A2YPAK1 DEMIRE REAL ESTATE AG DMREGR 1 7/8 10/15/24 Germany Financial 2.6 XS0809571739 TRANSNET SOC LTD SAFTRA 4 07/26/22 South Africa Industrial 2.6 USP00173AA51 ABENGOA TRANSMISION SUR ABENGO 6 7/8 04/30/43 Peru Utilities 2.6 XS2241804462 PRIMO WATER HOLDINGS INC PRMWCN 3 7/8 10/31/28 Canada Consumer, Non-cyclical 2.6 XS2079107830 SKF AB SKFBSS 0 7/8 11/15/29 Sweden Industrial 2.6 XS1720499588 SHENZHEN INTL HLDG SZIHL 3.95 PERP China Consumer, Non-cyclical 2.6 SE0013102050 SBAB BANK AB SBAB 3.047 PERP Sweden Financial 2.6 XS2300185613 GALAXY PIPELINE ASSETS ADGLXY 2.16 03/31/34 UAE Energy 2.6 US68245XAM11 1011778 BC / NEW RED FIN BCULC 4 10/15/30 Canada Consumer, Cyclical 2.6 XS2249740601 GALAXY PIPELINE ASSETS ADGLXY 1 3/4 09/30/27 UAE Energy 2.6 XS2306962841 NBK TIER 1 FNC LTD NTBKKK 3 5/8 PERP Kuwait Financial 2.6 US71568QAF46 PERUSAHAAN LISTRIK NEGAR PLNIJ 6.15 05/21/48 Indonesia Utilities 2.6 XS2291914971 SOVCOMBANK (SOVCOM CAPT) SOVCOM 3.4 01/26/25 Russia Financial 2.6 US91282CBS98 US TREASURY N/B T 1 1/4 03/31/28 USA Sovereign 2.6 XS2196328608 ENBW ENBW 1 7/8 06/29/80 Germany Utilities 2.6 XS1888179477 VODAFONE GROUP PLC VOD 3.1 01/03/79 England Communications 2.6 XS1843435766 REPUBLIC OF KENYA KENINT 8 05/22/32 Kenya Sovereign 2.6 IDG000012808 INDONESIA GOVERNMENT INDOGB 8 1/8 05/15/24 Indonesia Sovereign 2.6 XS1819680288 REPUBLIC OF ANGOLA ANGOL 8 1/4 05/09/28 Angola Sovereign 2.5 COL17CT02385 TITULOS DE TESORERIA COLTES 10 07/24/24 Colombia Sovereign 2.5 SE0013409455 BEWISYNBRA GROUP AB BEWIGR Float 11/22/23 Sweden Industrial 2.5 USP40689AA21 FIDEICOMISO PA PACIFICO PACTRE 8 1/4 01/15/35 Colombia Industrial 2.5 US71654QCG55 PETROLEOS MEXICANOS PEMEX 6 1/2 03/13/27 Mexico Energy 2.5 XS2090816526 TECHEM VERWALTUNGSGESELL TCHEN 2 07/15/25 Germany Consumer, Non-cyclical 2.5 USV2352NAB11 CLEAN RENEWABLE POWER CLRNPW 4 1/4 03/25/27 India Utilities 2.5 XS2348325494 TENNET HOLDING BV TENN 0 1/2 06/09/31 Netherlands Utilities 2.5 IDG000010406 INDONESIA GOVERNMENT INDOGB 6 5/8 05/15/33 Indonesia Sovereign 2.5 XS1993965950 GOLD FIELDS OROGEN HOLD GFISJ 6 1/8 05/15/29 South Africa Basic Materials 2.5 US02156TAB08 ALTICE FRANCE HOLDING SA SFRFP 10 1/2 05/15/27 Luxembourg Communications 2.5 XS2340901607 SARANA MULTI INFRASTRUKT SMIPIJ 2.05 05/11/26 Indonesia Financial 2.5 XS1897339096 TNB GLOBAL VENTURES CAP TNBMK 4.851 11/01/28 Malaysia Utilities 2.5 XS2357417257 BANCO SANTANDER SANTAN 0 5/8 06/24/29 Spain Financial 2.5 XS2242418957 NATIONAL BANK OF UZBEKIS NBUZB 4.85 10/21/25 Uzbekistan Financial 2.5 XS2200599368 BANCONAL COVID RELIEF PANAMI 1 08/13/27 Panama Supranational Bank 2.5 USP7808BAB38 PETROLEOS DEL PERU SA PETRPE 5 5/8 06/19/47 Peru Energy 2.5 US37960JAA60 GLOBAL AIR LEASE CO LTD GALCLD 6 1/2 09/15/24 Cayman Islands Financial 2.5 XS2050933972 COOPERATIEVE RABOBANK UA RABOBK 3 1/4 PERP Netherlands Financial 2.5 XS2353182020 ENEL FINANCE INTL NV ENELIM 0 06/17/27 Italy Utilities 2.5 IL0028103310 ICL GROUP LIMITED ICLIT 6 3/8 05/31/38 Israel Basic Materials 2.5 US88167AAL52 TEVA PHARMACEUTICALS NE TEVA 6 04/15/24 Israel Consumer, Non-cyclical 2.5 IDG000011701 INDONESIA GOVERNMENT INDOGB 8 3/4 05/15/31 Indonesia Sovereign 2.5 NO0010808835 HOSPITALITY INVEST AS HOSINV Float 10/31/22 Norway Financial 2.5 XS2064786754 IVORY COAST IVYCST 5 7/8 10/17/31 Ivory Coast Sovereign 2.4 MYBMO1500010 MALAYSIA GOVERNMENT MGS 3.955 09/15/25 Malaysia Sovereign 2.4 XS2083302500 REPUBLIC OF ANGOLA ANGOL 9 1/8 11/26/49 Angola Sovereign 2.4

Page 3 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US71654QDD16 PETROLEOS MEXICANOS PEMEX 7.69 01/23/50 Mexico Energy 2.4 USP75744AG08 REPUBLIC OF PARAGUAY PARGUY 5.4 03/30/50 Paraguay Sovereign 2.4 XS1550988643 NN GROUP NV NNGRNV 4 5/8 01/13/48 Netherlands Financial 2.4 US65343HAA95 NEXSTAR BROADCASTING INC NXST 5 5/8 07/15/27 USA Communications 2.4 USP40420AA25 FINDETER FDT 7 7/8 08/12/24 Colombia Financial 2.4 XS1717011982 REPUBLIC OF NIGERIA NGERIA 6 1/2 11/28/27 Nigeria Sovereign 2.4 XS1756633126 PINNACLE BIDCO PLC PURGYM 6 3/8 02/15/25 England Consumer, Cyclical 2.4 US105756BB58 FED REPUBLIC OF BRAZIL BRAZIL 8 1/4 01/20/34 Brazil Sovereign 2.4 XS2361255057 SOFTBANK GROUP CORP SOFTBK 3 3/8 07/06/29 Japan Communications 2.4 USP3579EBE60 DOMINICAN REPUBLIC DOMREP 6.85 01/27/45 Dominican Republic Sovereign 2.4 XS1904681944 HEATHROW FINANCE PLC HTHROW 5 1/4 03/01/24 England Industrial 2.4 USP989MJBE04 YPF SOCIEDAD ANONIMA YPFDAR 8 1/2 07/28/25 Argentina Energy 2.4 XS0799658637 KAZAKHSTAN TEMIR ZHOLY KTZKZ 6.95 07/10/42 Kazakhstan Industrial 2.4 XS2010031214 VIRGIN MEDIA SECURED FIN VMED 4 1/8 08/15/30 England Communications 2.4 US71654QCB68 PETROLEOS MEXICANOS PEMEX 6 7/8 08/04/26 Mexico Energy 2.4 USP4R70UAA21 FIDEICOMISO RUTA AL MAR RUTMAR 6 3/4 02/15/44 Colombia Industrial 2.4 US77586TAE64 ROMANIA ROMANI 6 1/8 01/22/44 Romania Sovereign 2.4 NO0010907876 MERCELL HOLDING AS MRCELH Float 12/08/25 Norway Technology 2.4 USG47661AA43 INDUSTRIAL SENIOR TRUST BANGUA 5 1/2 11/01/22 Guatemala Financial 2.4 XS2233263586 SVENSKA HANDELSBANKEN AB SHBASS 4 3/4 PERP Sweden Financial 2.4 DK0030336003 DSV PANALPINA A S DSVDC 3 1/2 03/18/22 Denmark Industrial 2.4 US143658BC57 CARNIVAL CORP CCL 11 1/2 04/01/23 USA Consumer, Cyclical 2.4 PEP01000C5E9 BONOS DE TESORERIA PERUGB 6.15 08/12/32 Peru Sovereign 2.4 USL7909CAA55 RAIZEN FUELS FINANCE RAIZBZ 5.3 01/20/27 Brazil Energy 2.3 XS2248081601 ICD FUNDING LTD INVCOR 3.223 04/28/26 UAE Financial 2.3 IL0060404899 BANK LEUMI LE-ISRAEL LUMIIT 3.275 01/29/31 Israel Financial 2.3 US893647BE67 TRANSDIGM INC TDG 6 1/4 03/15/26 USA Industrial 2.3 US92346LAE39 VERITAS US INC/BERMUDA L VERITS 7 1/2 09/01/25 USA Technology 2.3 XS1629774230 VOLKSWAGEN INTL FIN NV VW 3 7/8 PERP Germany Consumer, Cyclical 2.3 XS2196334838 HIKMA FINANCE USA LLC HIKLN 3 1/4 07/09/25 Jordan Consumer, Non-cyclical 2.3 US71654QCC42 PETROLEOS MEXICANOS PEMEX 6 3/4 09/21/47 Mexico Energy 2.3 US12657NAA81 CQP HOLDCO LP/BIP-V CHIN BLKCQP 5 1/2 06/15/31 USA Energy 2.3 XS1069439740 AXA SA AXASA 3 7/8 PERP France Financial 2.3 XS1577847145 QATAR REINSURANCE CO LTD QATIQD 4.95 PERP Qatar Financial 2.3 USP14486AM92 BANCO NAC DE DESEN ECONO BNDES 4 3/4 05/09/24 Brazil Financial 2.3 XS1955059420 TURK TELEKOMUNIKASYON AS TURKTI 6 7/8 02/28/25 Turkey Communications 2.3 XS1028599287 ORANGE SA ORAFP 5 1/4 PERP France Communications 2.3 XS1575968026 OMAN GOV INTERNTL BOND OMAN 6 1/2 03/08/47 Oman Sovereign 2.3 XS1405770220 KINGDOM OF JORDAN JORDAN 5 3/4 01/31/27 Jordan Sovereign 2.3 USP0607LAD57 AES GENER SA AESGEN 6.35 10/07/79 Chile Utilities 2.3 XS1309493630 HRVATSKA ELEKTROPRIVREDA HRELEC 5 7/8 10/23/22 Croatia Utilities 2.3 NO0010894645 EIDSIVA ENERGI AS EIDSIV 1.82 10/02/30 Norway Energy 2.3 XS2207320701 SAN MIGUEL CORP SMCPM 5 1/2 PERP Philippines Diversified 2.3 FR0012317758 CNP ASSURANCES CNPFP 4 PERP France Financial 2.3 MX91KO0000D5 COCA-COLA FEMSA SAB CV KOF 7.35 01/28/28 Mexico Consumer, Non-cyclical 2.3 XS2166184916 MOTION FINCO SARL MERLLN 7 05/15/25 England Financial 2.3 XS1753775730 INTL FINANCE CORP IFC 7 3/4 01/18/30 Multinational Supranational Bank 2.3 XS2155365641 LEASEPLAN CORPORATION NV LPTY 3 1/2 04/09/25 Netherlands Financial 2.3 XS1652511566 PARKWAY PANTAI LTD PARKPT 4 1/4 PERP Singapore Consumer, Non-cyclical 2.3 XS2293060658 TELEFONICA EUROPE BV TELEFO 2.376 PERP Spain Communications 2.3 XS2076099865 NETFLIX INC NFLX 4 5/8 05/15/29 USA Communications 2.3 CZ0001004469 CZECH REPUBLIC CZGB 1 06/26/26 Czech Republic Sovereign 2.3 PL0000112736 POLAND GOVERNMENT BOND POLGB 1 1/4 10/25/30 Poland Sovereign 2.3 IDG000013806 INDONESIA GOVERNMENT INDOGB 7 09/15/30 Indonesia Sovereign 2.3 US195325BK01 REPUBLIC OF COLOMBIA COLOM 7 3/8 09/18/37 Colombia Sovereign 2.3 XS1953057491 ARAB REPUBLIC OF EGYPT EGYPT 8.7002 03/01/49 Egypt Sovereign 2.3 US105756CB40 FED REPUBLIC OF BRAZIL BRAZIL 4 3/4 01/14/50 Brazil Sovereign 2.3 ZAG000125980 REPUBLIC OF SOUTH AFRICA SAGB 9 01/31/40 South Africa Sovereign 2.2 US91327AAA07 UNITI GRP/UNITI HLD/CSL UNIT 7 7/8 02/15/25 USA Financial 2.2 IL0069508369 MIZRAHI TEFAHOT BANK LTD MZRHIT 3.077 04/07/31 Israel Financial 2.2 XS1505143393 COMISION FEDERAL DE ELEC CFELEC 5 09/29/36 Mexico Utilities 2.2 XS2248458395 OQ SAOC OMAOIL 5 1/8 05/06/28 Oman Energy 2.2 XS2013574384 FORD MOTOR CREDIT CO LLC F 2.386 02/17/26 USA Consumer, Cyclical 2.2 FR0014002OL8 RENAULT SA RENAUL 2 1/2 04/01/28 France Consumer, Cyclical 2.2 XS1720052254 EMIRATES SEMBCORP WATER ESCWPC 4.45 08/01/35 UAE Utilities 2.2 US69867DAC20 CLARIOS GLOBAL LP/US FIN POWSOL 8 1/2 05/15/27 USA Consumer, Cyclical 2.2 XS2355105292 ANADOLU EFES BIR AEFES 3 3/8 06/29/28 Turkey Consumer, Non-cyclical 2.2 PL0000500260 BANK GOSPODARSTWA KRAJOW BGOSK 1 7/8 04/27/27 Poland Financial 2.2 XS2054539627 ALTICE FRANCE SA SFRFP 2 1/2 01/15/25 France Communications 2.2 XS2343510520 KELLOGG CO K 0 1/2 05/20/29 USA Consumer, Non-cyclical 2.2 XS0828755495 SSG RESOURCES LTD SARACA 4 1/4 10/04/22 Malaysia Financial 2.2 XS1843437549 INEOS FINANCE PLC INEGRP 2 7/8 05/01/26 Luxembourg Basic Materials 2.2 US404119CA57 HCA INC HCA 3 1/2 09/01/30 USA Consumer, Non-cyclical 2.2 US00253XAA90 AMERICAN AIRLINES/AADVAN AAL 5 1/2 04/20/26 USA Consumer, Cyclical 2.2 XS2077646391 GRIFOLS SA GRFSM 2 1/4 11/15/27 Spain Consumer, Non-cyclical 2.2 XS2122900330 VENA ENERGY CAP PTE LTD VENAEN 3.133 02/26/25 Singapore Utilities 2.2 US12543DBC39 CHS/COMMUNITY HEALTH SYS CYH 8 03/15/26 USA Consumer, Non-cyclical 2.2 XS1891336932 PERUSAHAAN LISTRIK NEGAR PLNIJ 2 7/8 10/25/25 Indonesia Utilities 2.2 XS1825417535 DANSKE BANK A/S DANBNK 7 PERP Denmark Financial 2.2 XS1815135352 AROUNDTOWN SA ARNDTN 2 11/02/26 Germany Financial 2.2 DE000A254QA9 WEPA HYGIENEPRODUKTE GMB WEPAHY 2 7/8 12/15/27 Germany Basic Materials 2.2 XS2228900556 KONINKLIJKA FRIESLAND FCDF 2.85 PERP Netherlands Consumer, Non-cyclical 2.2 XS2234859283 OMAN GOV INTERNTL BOND OMAN 7 3/8 10/28/32 Oman Sovereign 2.2 XS2167007918 WELLS FARGO & COMPANY WFC 1.741 05/04/30 USA Financial 2.2 NL0000116150 AEGON NV AEGON Float PERP Netherlands Financial 2.2 XS1979274708 OTTO GMBH & CO KG OTTOGR 2 5/8 04/10/26 Germany Communications 2.2 DK0030427661 NKT HOLDING A/S NKTDC 5 3/8 09/12/18 Denmark Industrial 2.2 RU000A0JWM07 RUSSIA GOVT BOND - OFZ RFLB 7 3/4 09/16/26 Russia Sovereign 2.2 XS1056560920 ISLAMIC REP OF PAKISTAN PKSTAN 8 1/4 04/15/24 Pakistan Sovereign 2.2 USH3698DCP71 CREDIT SUISSE GROUP AG CS 6 3/8 PERP Switzerland Financial 2.2 MYBVN1402236 BANK PEMBANGUNAN MALAY PEMIMK 4.38 09/12/24 Malaysia Financial 2.2 XS2357357768 HEIMSTADEN BOSTA HEIBOS 3 PERP Sweden Financial 2.2 NO0010816184 BRADO AB BRADAB Float 03/07/23 Sweden Financial 2.1 XS2062490649 EP INFRASTRUCTURE AS ENAPHO 2.045 10/09/28 Czech Republic Utilities 2.1 US15135BAR24 CENTENE CORP CNC 4 1/4 12/15/27 USA Consumer, Non-cyclical 2.1 RU000A100A82 RUSSIA GOVT BOND - OFZ RFLB 7.65 04/10/30 Russia Sovereign 2.1

Page 4 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR USG4923NAB40 INVEST ENERGY RES LTD CMIENE 6 1/4 04/26/29 Guatemala Energy 2.1 US900123DA57 REPUBLIC OF TURKEY TURKEY 5.95 01/15/31 Turkey Sovereign 2.1 XS2083302419 REPUBLIC OF ANGOLA ANGOL 8 11/26/29 Angola Sovereign 2.1 NO0010851728 HOERMANN INDUSTRIES GMBH HOERHO 4 1/2 06/06/24 Germany Industrial 2.1 USL0527QAA15 B2W DIGITAL LUX SARL BTOWBZ 4 3/8 12/20/30 Brazil Communications 2.1 FR0013368206 RENAULT SA RENAUL 2 09/28/26 France Consumer, Cyclical 2.1 US69888XAA72 PAR PHARMACEUTICAL INC ENDP 7 1/2 04/01/27 USA Consumer, Non-cyclical 2.1 XS2108560306 STYROLUTION STYRO 2 1/4 01/16/27 England Basic Materials 2.1 US780153AZ50 ROYAL CARIBBEAN CRUISES RCL 11 1/2 06/01/25 USA Consumer, Cyclical 2.1 XS0329579600 AMERICA MOVIL SAB DE CV AMXLMM 8.46 12/18/36 Mexico Communications 2.1 XS1790104530 REPUBLIC OF SENEGAL SENEGL 4 3/4 03/13/28 Senegal Sovereign 2.1 XS2110077299 AKELIUS RESIDENTIAL AB AKFAST 2.249 05/17/81 Sweden Financial 2.1 XS2358903057 ASSURA FIN PLC AGRFIN 1 5/8 06/30/33 England Financial 2.1 XS1590787799 TELIA CO AB TELIAS 3 04/04/78 Sweden Communications 2.1 XS1558166861 ICD SUKUK CO LTD INVCOR 5 02/01/27 UAE Financial 2.1 FR0013464922 ELECTRICITE DE FRANCE SA EDF 3 PERP France Utilities 2.1 MYBMS1900047 MALAYSIA GOVERNMENT MGS 3.828 07/05/34 Malaysia Sovereign 2.1 USP3579ECF27 DOMINICAN REPUBLIC DOMREP 4 1/2 01/30/30 Dominican Republic Sovereign 2.1 USG87602AA90 TENGIZCHEVROIL FIN CO IN TENGIZ 4 08/15/26 Kazakhstan Energy 2.1 XS2356571559 EASTERN & SOUTHERN AFRIC PTABNK 4 1/8 06/30/28 Multinational Supranational Bank 2.1 XS1622379698 EUROPEAN INVESTMENT BANK EIB 3 05/24/24 Multinational Supranational Bank 2.1 US62922LAA61 NGL ENRGY OP/FIN CORP NGL 7 1/2 02/01/26 USA Energy 2.1 XS1837994794 ROMANIA ROMANI 5 1/8 06/15/48 Romania Sovereign 2.1 XS1731882186 ROADSTER FINANCE DAC DERSTG 1 5/8 12/09/24 Germany Consumer, Cyclical 2.1 XS2252958751 VEON HOLDINGS BV VIP 3 3/8 11/25/27 Netherlands Communications 2.1 XS2218405772 MERCK KGAA MRKGR 1 5/8 09/09/80 Germany Consumer, Non-cyclical 2.1 US126307AZ02 CSC HOLDINGS LLC CSCHLD 6 1/2 02/01/29 USA Communications 2.1 TH0623033600 THAILAND GOVERNMENT BOND THAIGB 3 5/8 06/16/23 Thailand Sovereign 2.1 XS2239061927 SAN MARINO GOVERNMENT BO SMGB 3 1/4 02/24/24 San Marino Sovereign 2.1 US126307BD80 CSC HOLDINGS LLC CSCHLD 4 5/8 12/01/30 USA Communications 2.1 US674599CW33 OCCIDENTAL PETROLEUM COR OXY 2.9 08/15/24 USA Energy 2.1 XS2053053273 MANDATUM LIFE INSURANCE SAMPFH 1 7/8 10/04/49 Finland Financial 2.1 XS2234266976 TIMES CHINA HLDG LTD TPHL 6.2 03/22/26 China Financial 2.1 US91911KAP75 BAUSCH HEALTH COS INC BHCCN 9 12/15/25 USA Consumer, Non-cyclical 2.1 XS2190956941 LEGAL & GENERAL GROUP LGEN 5 5/8 PERP England Financial 2.1 US040114HS26 REPUBLIC OF ARGENTINA ARGENT 0 1/8 07/09/30 Argentina Sovereign 2.1 US28470RAK86 CAESARS ENTERTAIN INC CZR 8 1/8 07/01/27 USA Consumer, Cyclical 2.1 XS1961010987 TURK SISE VE CAM FABRIKA SISETI 6.95 03/14/26 Turkey Consumer, Cyclical 2.1 SE0010599019 FORTUM VARME HOLDING SAM FVHSAM 1 3/4 02/24/25 Sweden Utilities 2.1 MX95PE1X00H9 PETROLEOS MEXICANOS PEMEX 7.19 09/12/24 Mexico Energy 2.1 XS0971721963 RUSSIAN FEDERATION RUSSIA 5 7/8 09/16/43 Russia Sovereign 2.1 USP2550MAA29 CHILE ELEC PEC SPA CHIPEC 0 01/25/28 Chile Utilities 2.1 XS2243299463 H LUNDBECK A/S LUNDC 0 7/8 10/14/27 Denmark Consumer, Non-cyclical 2.1 US105756BY51 FED REPUBLIC OF BRAZIL BRAZIL 5 5/8 02/21/47 Brazil Sovereign 2.1 XS2112340679 BANIJAY ENTERTAINMENT BANIJA 3 1/2 03/01/25 France Consumer, Cyclical 2.1 XS2081474046 FAURECIA EOFP 2 3/8 06/15/27 France Consumer, Cyclical 2.1 US1248EPCD32 CCO HLDGS LLC/CAP CORP CHTR 4 3/4 03/01/30 USA Communications 2.1 DK0009526998 NYKREDIT REALKREDIT AS NYKRE 0 3/4 01/20/27 Denmark Financial 2.1 XS2074522975 EIRCOM FINANCE DAC EIRCOM 2 5/8 02/15/27 Ireland Communications 2.1 XS2199266003 BAYER AG BAYNGR 0 3/4 01/06/27 Germany Consumer, Non-cyclical 2.0 XS2035564629 ENBW ENBW 1 5/8 08/05/79 Germany Utilities 2.0 CZ0001002547 CZECH REPUBLIC CZGB 5.7 05/25/24 Czech Republic Sovereign 2.0 XS2214239175 REPUBLIC OF ECUADOR ECUA 0 1/2 07/31/40 Ecuador Sovereign 2.0 XS2346125573 POLSKI KONCERN NAFTOWY PKNPW 1 1/8 05/27/28 Poland Energy 2.0 FI4000410683 POHJOLAN VOIMA OY POHJOL 1 1/4 01/20/25 Finland Utilities 2.0 XS2109391214 JYSKE BANK A/S JYBC 1 1/4 01/28/31 Denmark Financial 2.0 XS1489817442 JYSKE BANK A/S JYBC Float PERP Denmark Financial 2.0 US20752TAA25 CONNECT FINCO SARL/CONNE ISATLN 6 3/4 10/01/26 England Communications 2.0 MX0MGO0000P2 MEX BONOS DESARR FIX RT MBONO 7 3/4 05/29/31 Mexico Sovereign 2.0 USP3579ECE51 DOMINICAN REPUBLIC DOMREP 6.4 06/05/49 Dominican Republic Sovereign 2.0 XS1843433639 REPUBLIC OF CHILE CHILE 0.83 07/02/31 Chile Sovereign 2.0 XS2191509038 CARLSBERG BREWERIES A/S CARLB 0 3/8 06/30/27 Denmark Consumer, Non-cyclical 2.0 XS1311099540 REPUBLIC OF NAMIBIA REPNAM 5 1/4 10/29/25 Namibia Sovereign 2.0 XS2051105778 IHS NETHERLANDS HOLDCO IHSHLD 7 1/8 03/18/25 Nigeria Industrial 2.0 USP3579EAY34 DOMINICAN REPUBLIC DOMREP 7.45 04/30/44 Dominican Republic Sovereign 2.0 XS2290960520 TOTALENERGIES SE TTEFP 1 5/8 PERP France Energy 2.0 US836205AZ74 REPUBLIC OF SOUTH AFRICA SOAF 6.3 06/22/48 South Africa Sovereign 2.0 XS2351092478 RWE AG RWE 0 5/8 06/11/31 Germany Utilities 2.0 XS1843442119 JYSKE BANK A/S JYBC Float PERP Denmark Financial 2.0 US715638AP79 REPUBLIC OF PERU PERU 8 3/4 11/21/33 Peru Sovereign 2.0 CL0001974774 BONOS TESORERIA PESOS BTPCL 6 01/01/43 Chile Sovereign 2.0 XS2315951041 EURASIAN DEVELOPMENT BAN EURDEV 1 03/17/26 Multinational Supranational Bank 2.0 USA3R74HAA50 IOCHPE-MAX/MAX WHEELS MX IOCMXW 5 05/07/28 Brazil Consumer, Cyclical 2.0 XS2293075680 ORSTED A/S ORSTED 1 1/2 02/18/21 Denmark Utilities 2.0 US1248EPCK74 CCO HLDGS LLC/CAP CORP CHTR 4 1/4 02/01/31 USA Communications 2.0 BE6328904428 EUROCLEAR INVESTMENTS SA ECLEAR 1 3/8 06/16/51 Belgium Financial 2.0 XS2243670150 BLACK SEA TRADE AND DEVE BSTDBK 2.52 10/19/23 Multinational Supranational Bank 2.0 FI4000496286 NESTE OYJ NESVFH 0 3/4 03/25/28 Finland Energy 2.0 XS2320759538 VERIZON COMMUNICATIONS VZ 0 3/8 03/22/29 USA Communications 2.0 DE000A3E5FR9 VONOVIA SE ANNGR 0 5/8 03/24/31 Germany Financial 2.0 US15135BAT89 CENTENE CORP CNC 4 5/8 12/15/29 USA Consumer, Non-cyclical 2.0 XS2010030752 HUNGARIAN DEVELOPMENT BA MAGYAR 1 3/8 06/24/25 Hungary Financial 2.0 USP52715AB80 INTEROCEANICA IV FINANCE INTERF 0 11/30/25 Peru Financial 2.0 US50201DAA19 LCPR SR SECURED FIN DAC LILAPR 6 3/4 10/15/27 USA Communications 2.0 XS2337703966 BLACK SEA TRADE AND DEVE BSTDBK Float 05/13/26 Multinational Supranational Bank 2.0 US02156TAA25 ALTICE FRANCE HOLDING SA SFRFP 6 02/15/28 Luxembourg Communications 2.0 XS2258827034 NATWEST GROUP PLC NWG 5 1/8 PERP England Financial 2.0 XS2289203551 CHAMPION PATH HOLDINGS SJMHOL 4.85 01/27/28 Macau Consumer, Cyclical 2.0 TH0623039C03 THAILAND GOVERNMENT BOND THAIGB 1.6 12/17/29 Thailand Sovereign 2.0 US576485AE64 MATADOR RESOURCES CO MTDR 5 7/8 09/15/26 USA Energy 2.0 DK0030488101 TRYG FORSIKRING TRYGFO Float 05/12/51 Denmark Financial 2.0 XS1968714623 REPUBLIC OF GHANA GHANA 8.95 03/26/51 Ghana Sovereign 2.0 US25277LAA44 DIAMOND SPORTS GR/DIAMON DSPORT 5 3/8 08/15/26 USA Communications 2.0 RU000A0ZYUB7 RUSSIA GOVT BOND - OFZ RFLB 7 1/4 05/10/34 Russia Sovereign 2.0 COL17CT03615 TITULOS DE TESORERIA COLTES 7 1/4 10/18/34 Colombia Sovereign 2.0 US62886HBA86 NCL CORPORATION LTD NCLH 5 7/8 03/15/26 USA Consumer, Cyclical 2.0

Page 5 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US855030AN20 STAPLES INC SPLS 7 1/2 04/15/26 USA Consumer, Cyclical 2.0 US53190FAC95 LIFE TIME INC LTM 8 04/15/26 USA Consumer, Cyclical 2.0 US780097BB64 NATWEST GROUP PLC NWG 8 5/8 PERP England Financial 2.0 US900123CQ19 REPUBLIC OF TURKEY TURKEY 6 1/8 10/24/28 Turkey Sovereign 2.0 US00191AAD81 ARD FINANCE SA ARDFIN 6 1/2 06/30/27 Luxembourg Industrial 2.0 XS2348324687 JYSKE BANK A/S JYBC 3 5/8 PERP Denmark Financial 2.0 USY62014AB48 NAKILAT INC QGTS 6.267 12/31/33 Qatar Utilities 2.0 US382550BH30 GOODYEAR TIRE & RUBBER GT 9 1/2 05/31/25 USA Consumer, Cyclical 1.9 US852060AT99 SPRINT CAPITAL CORP S 8 3/4 03/15/32 USA Communications 1.9 US335934AP02 FIRST QUANTUM MINERALS L FMCN 6 1/2 03/01/24 Zambia Basic Materials 1.9 TH062303I602 THAILAND GOVERNMENT BOND THAIGB 3.3 06/17/38 Thailand Sovereign 1.9 USN01007AA64 AES ANDRES BV AES 5.7 05/04/28 Dominican Republic Utilities 1.9 XS2093792013 AEV INTERNATIONAL PTE AEVPM 4.2 01/16/30 Philippines Consumer, Cyclical 1.9 US05988LAA61 BANFF MERGER SUB INC BMC 9 3/4 09/01/26 USA Technology 1.9 US28470RAH57 CAESARS ENTERTAIN INC CZR 6 1/4 07/01/25 USA Consumer, Cyclical 1.9 XS1405780617 PERKINELMER INC PKI 1 7/8 07/19/26 USA Consumer, Non-cyclical 1.9 US900123CX69 REPUBLIC OF TURKEY TURKEY 4 1/4 03/13/25 Turkey Sovereign 1.9 XS0088543193 RUSSIAN FEDERATION RUSSIA 12 3/4 06/24/28 Russia Sovereign 1.9 US608328BH21 MOHEGAN GAMING & ENT MOHEGN 8 02/01/26 USA Consumer, Cyclical 1.9 US019576AA51 ALLIED UNIVERSAL UNSEAM 6 5/8 07/15/26 USA Consumer, Non-cyclical 1.9 XS2305744059 IQVIA INC IQV 2 1/4 03/15/29 USA Consumer, Non-cyclical 1.9 XS1807305328 ARAB REPUBLIC OF EGYPT EGYPT 5 5/8 04/16/30 Egypt Sovereign 1.9 USP3579EBK21 DOMINICAN REPUBLIC DOMREP 6 7/8 01/29/26 Dominican Republic Sovereign 1.9 US715638DR09 REPUBLIC OF PERU PERU 3.23 07/28/21 Peru Sovereign 1.9 HU0000402748 HUNGARY GOVERNMENT BOND HGB 5 1/2 06/24/25 Hungary Sovereign 1.9 XS2239056174 SMC GLOBAL POWER HLDGS SMCGL 7 PERP Philippines Utilities 1.9 COL17CT03490 TITULOS DE TESORERIA COLTES 7 06/30/32 Colombia Sovereign 1.9 CH0553331882 CORP ANDINA DE FOMENTO CAF 0.7 09/04/25 Multinational Supranational Bank 1.9 XS0864259717 KINGDOM OF MOROCCO MOROC 5 1/2 12/11/42 Morocco Sovereign 1.9 US65342RAD26 NFP CORP NFP 6 7/8 08/15/28 USA Financial 1.9 XS2354326410 COTY INC COTY 3 7/8 04/15/26 USA Consumer, Non-cyclical 1.9 XS1558078736 ARAB REPUBLIC OF EGYPT EGYPT 7 1/2 01/31/27 Egypt Sovereign 1.9 XS1377496457 INTER-AMERICAN DEVEL BK IADB 7 7/8 03/14/23 Multinational Supranational Bank 1.9 XS2090080172 MANAPPURAM FINANCE LTD MGFLIN 5.9 01/13/23 India Financial 1.9 XS1717013095 REPUBLIC OF NIGERIA NGERIA 7 5/8 11/28/47 Nigeria Sovereign 1.9 US01609WAV46 ALIBABA GROUP HOLDING BABA 4.2 12/06/47 China Communications 1.9 NO0011017113 LAKERS GROUP AB LAKGRP Float 06/09/25 Norway Industrial 1.9 US947075AP29 WEATHERFORD INTL LTD WFTLF 11 12/01/24 USA Energy 1.9 XS1910827887 REPUBLIC OF NIGERIA NGERIA 8.747 01/21/31 Nigeria Sovereign 1.9 USY7141MAA72 HUTAMA KARYA PERSERO PT HAKAIJ 3 3/4 05/11/30 Indonesia Consumer, Non-cyclical 1.9 CH1100259816 RUSSIAN RAIL(RZD CAP) RURAIL 3 1/8 PERP Russia Industrial 1.9 USP05875AB84 AUTOPISTAS DEL SOL SA AUTSOL 7 3/8 12/30/30 Costa Rica Consumer, Non-cyclical 1.9 US1248EPCN14 CCO HLDGS LLC/CAP CORP CHTR 4 1/2 05/01/32 USA Communications 1.9 US345397ZR75 FORD MOTOR CREDIT CO LLC F 5.113 05/03/29 USA Consumer, Cyclical 1.9 US02156LAC54 ALTICE FRANCE SA SFRFP 5 1/2 01/15/28 France Communications 1.9 US53225HAA86 LIGADO NETWORKS LLC NEWLSQ 15 1/2 11/01/23 USA Communications 1.9 PL0000108197 POLAND GOVERNMENT BOND POLGB 3 1/4 07/25/25 Poland Sovereign 1.9 COL17CT02625 TITULOS DE TESORERIA COLTES 7 1/2 08/26/26 Colombia Sovereign 1.9 US780153BG60 ROYAL CARIBBEAN CRUISES RCL 5 1/2 04/01/28 USA Consumer, Cyclical 1.9 XS2080205367 NATWEST GROUP PLC NWG 0 3/4 11/15/25 England Financial 1.8 US12543DBJ81 CHS/COMMUNITY HEALTH SYS CYH 6 7/8 04/15/29 USA Consumer, Non-cyclical 1.8 PL0000107264 POLAND GOVERNMENT BOND POLGB 4 10/25/23 Poland Sovereign 1.8 XS2057092236 SCOTTISH HYDRO ELECTRIC SSELN 2 1/4 09/27/35 England Utilities 1.8 USL7915RAA43 REDE D'OR FINANCE SARL RDEDOR 4.95 01/17/28 Brazil Consumer, Non-cyclical 1.8 XS1684813493 ENERGIA GRP/ENERGIA ROI VRDLN 4 09/15/25 England Utilities 1.8 USN3700LAD75 GREENKO DUTCH BV GRNKEN 3.85 03/29/26 India Energy 1.8 XS1781710626 REPUBLIC OF KENYA KENINT 8 1/4 02/28/48 Kenya Sovereign 1.8 US62886EBA55 NCR CORP NCR 5 1/8 04/15/29 USA Technology 1.8 US718286CB15 REPUBLIC OF PHILIPPINES PHILIP 3.7 02/02/42 Philippines Sovereign 1.8 XS1120403313 DIFC SUKUK DIFCAE 4.325 11/12/24 UAE Financial 1.8 US87612BBR24 TARGA RESOURCES PARTNERS NGLS 4 7/8 02/01/31 USA Energy 1.8 USP75744AB11 REPUBLIC OF PARAGUAY PARGUY 6.1 08/11/44 Paraguay Sovereign 1.8 XS2180916525 SOUTHERN WATER SERVICES SWSFIN 2 3/8 05/28/28 England Utilities 1.8 USP0092AAD11 AEROPUERTO INTL TOCUMEN AITOCU 6 11/18/48 Panama Industrial 1.8 USP5865GAC44 INVERSIONES ATLANTIDA SA INVTLA 7 1/2 05/19/26 Honduras Financial 1.8 XS2355632584 GRUPO-ANTOLIN IRAUSA SA ATLNSA 3 1/2 04/30/28 Spain Consumer, Cyclical 1.8 XS2300197030 GALAXY PIPELINE ASSETS ADGLXY 2.94 09/30/40 UAE Energy 1.8 IDG000009804 INDONESIA GOVERNMENT INDOGB 7 05/15/27 Indonesia Sovereign 1.8 XS0294364954 PETROLEOS DE VENEZUELA S PDVSA 5 3/8 04/12/27 Venezuela Energy 1.8 USC3535CAJ74 FIRST QUANTUM MINERALS L FMCN 6 7/8 03/01/26 Zambia Basic Materials 1.8 US143658BL56 CARNIVAL CORP CCL 7 5/8 03/01/26 USA Consumer, Cyclical 1.8 US914906AU68 UNIVISION COMMUNICATIONS UVN 6 5/8 06/01/27 USA Communications 1.8 PL0000109427 POLAND GOVERNMENT BOND POLGB 2 1/2 07/25/27 Poland Sovereign 1.8 USH42097CL90 UBS GROUP AG UBS 3 7/8 PERP Switzerland Financial 1.8 XS1991034825 EIRCOM FINANCE DAC EIRCOM 3 1/2 05/15/26 Ireland Communications 1.8 XS2349180104 INDOFOOD CBP SUKSES MAKM ICBPIJ 3.398 06/09/31 Indonesia Consumer, Non-cyclical 1.8 XS2199272662 KINGDOM OF JORDAN JORDAN 5.85 07/07/30 Jordan Sovereign 1.8 COL17CT02864 TITULOS DE TESORERIA COLTES 7 05/04/22 Colombia Sovereign 1.8 US195325CU73 REPUBLIC OF COLOMBIA COLOM 5 06/15/45 Colombia Sovereign 1.8 US47215PAC05 JD.COM INC JD 3 7/8 04/29/26 China Communications 1.8 US451102BW60 ICAHN ENTERPRISES/FIN IEP 4 3/4 09/15/24 USA Financial 1.8 IDG000009705 INDONESIA GOVERNMENT INDOGB 8 1/4 06/15/32 Indonesia Sovereign 1.8 US88033GCY44 TENET HEALTHCARE CORP THC 4 7/8 01/01/26 USA Consumer, Non-cyclical 1.8 XS2351344622 TRANSCOM HOLDING AB TRNSCM Float 12/15/26 Sweden Technology 1.8 XS1814787054 SUNSHINE MID BV SUNSHM 6 1/2 05/15/26 Netherlands Consumer, Non-cyclical 1.8 US674599DD43 OCCIDENTAL PETROLEUM COR OXY 7 1/2 05/01/31 USA Energy 1.8 USP22835AA30 CENTRAIS ELETRICAS BRASI ELEBRA 3 5/8 02/04/25 Brazil Utilities 1.8 USP3579ECH82 DOMINICAN REPUBLIC DOMREP 4 7/8 09/23/32 Dominican Republic Sovereign 1.8 XS1908248963 INTL DESIGN GROUP INTDGP 6 1/2 11/15/25 Italy Consumer, Cyclical 1.8 XS1819680528 REPUBLIC OF ANGOLA ANGOL 9 3/8 05/08/48 Angola Sovereign 1.8 USG7777BAA29 SAGICOR FINANCIAL CO SFCCN 5.3 05/13/28 USA Financial 1.8 US62828M2B67 MUTHOOT FINANCE LTD MUTHIN 4.4 09/02/23 India Financial 1.8 XS2343000241 CHROME BIDCO SASU CERBA 3 1/2 05/31/28 France Consumer, Non-cyclical 1.8 USP09110AB65 BANCO CONTINENTAL S.A.E. BACOPY 2 3/4 12/10/25 Paraguay Financial 1.8 US63938CAH16 NAVIENT CORP NAVI 6 3/4 06/25/25 USA Financial 1.8 FR0013398229 ENGIE SA ENGIFP 3 1/4 PERP France Utilities 1.8

Page 6 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US30251GBC06 FMG RESOURCES AUG 2006 FMGAU 4 3/8 04/01/31 Australia Basic Materials 1.8 USP37878AC26 BOLIVIA GOVERNMENT BOLIVI 4 1/2 03/20/28 Bolivia Sovereign 1.8 NO0011045478 CRAYON GROUP HOL CRAYON Float 07/15/25 Norway Technology 1.8 USY6726SAP66 PNG GOVT INTL BOND PNGIB 8 3/8 10/04/28 Papua New Guinea Sovereign 1.7 USG5975LAA47 MELCO RESORTS FINANCE MPEL 4 7/8 06/06/25 Hong Kong Consumer, Cyclical 1.7 XS2342057143 ATLAS LUXCO 4 / ALL UNI UNSEAM 3 5/8 06/01/28 USA Consumer, Non-cyclical 1.7 USP9434RAA88 UEP PENNONOME II SA UEPSOL 6 1/2 10/01/38 Panama Energy 1.7 XS1790134362 REPUBLIC OF SENEGAL SENEGL 6 3/4 03/13/48 Senegal Sovereign 1.7 US80874YBC30 SCIENTIFIC GAMES INTERNA SGMS 7 05/15/28 USA Consumer, Cyclical 1.7 US501797AM65 L BRANDS INC LB 6 3/4 07/01/36 USA Consumer, Cyclical 1.7 PTEDPLOM0017 ENERGIAS DE PORTUGAL SA EDPPL 1.7 07/20/80 Portugal Utilities 1.7 XS1902171757 UKRAINE GOVERNMENT UKRAIN 9 3/4 11/01/28 Ukraine Sovereign 1.7 XS2045838039 CENTRAL AMERICAN BANK CABEI Float 11/15/24 Multinational Supranational Bank 1.7 USP5015VAJ54 REPUBLIC OF GUATEMALA GUATEM 6 1/8 06/01/50 Guatemala Sovereign 1.7 US92857WBQ24 VODAFONE GROUP PLC VOD 7 04/04/79 England Communications 1.7 US718286CP01 REPUBLIC OF PHILIPPINES PHILIP 3.2 07/06/46 Philippines Sovereign 1.7 XS2298094405 ASIAN INFRASTRUCTURE INV AIIB 4 1/2 02/10/26 Multinational Supranational Bank 1.7 USV4819LAA09 INDIA GREEN POWER HOLD INGPHL 4 02/22/27 India Utilities 1.7 US195325DS19 REPUBLIC OF COLOMBIA COLOM 3 1/8 04/15/31 Colombia Sovereign 1.7 NO0010822646 B2 HOLDING ASA BTWO Float 05/23/23 Norway Financial 1.7 US398433AP71 GRIFFON CORPORATION GFF 5 3/4 03/01/28 USA Industrial 1.7 US70137WAG33 PARKLAND CORP/CANADA PKICN 4 1/2 10/01/29 Canada Energy 1.7 US900123CM05 REPUBLIC OF TURKEY TURKEY 5 3/4 05/11/47 Turkey Sovereign 1.7 XS2249741674 GALAXY PIPELINE ASSETS ADGLXY 3 1/4 09/30/40 UAE Energy 1.7 US85236FAA12 SRM ESCROW ISSUER LLC SMYREA 6 11/01/28 USA Industrial 1.7 USU85969AD24 STILLWATER MINING CO SGLSJ 7 1/8 06/27/25 South Africa Basic Materials 1.7 XS1684385591 SOFTBANK GROUP CORP SOFTBK 4 09/19/29 Japan Communications 1.7 US674599EF81 OCCIDENTAL PETROLEUM COR OXY 6 1/8 01/01/31 USA Energy 1.7 USP9379RBA43 EMPRESAS PUBLIC MEDELLIN EEPPME 4 1/4 07/18/29 Colombia Utilities 1.7 XS2337067792 AFRICA FINANCE CORP AFRFIN 2 7/8 04/28/28 Multinational Supranational Bank 1.7 US71647NAS80 PETROBRAS GLOBAL FINANCE PETBRA 7 3/8 01/17/27 Brazil Energy 1.7 XS2278178012 YAN GANG LTD BJAFHO 1.9 03/23/26 China Financial 1.7 XS2337670694 DEVELOPMENT BANK OF KAZA DBKAZ 2.95 05/06/31 Kazakhstan Financial 1.7 CZ0001003859 CZECH REPUBLIC CZGB 2 1/2 08/25/28 Czech Republic Sovereign 1.7 US12543DBF69 CHS/COMMUNITY HEALTH SYS CYH 6 5/8 02/15/25 USA Consumer, Non-cyclical 1.7 US68622TAB70 ORGANON & CO/ORG OGN 5 1/8 04/30/31 USA Consumer, Non-cyclical 1.7 US674599DC69 OCCIDENTAL PETROLEUM COR OXY 5.55 03/15/26 USA Energy 1.7 US95081QAN43 WESCO DISTRIBUTION INC WCC 7 1/8 06/15/25 USA Industrial 1.7 XS1974797364 LINCOLN FINANCING SARL LNCFIN 3 5/8 04/01/24 Netherlands Financial 1.7 XS1807299331 KAZMUNAYGAS NATIONAL CO KZOKZ 6 3/8 10/24/48 Kazakhstan Energy 1.7 XS0972298300 ICTSI TREASURY BV ICTPM 5 7/8 09/17/25 Philippines Industrial 1.7 US55342UAJ34 MPT OPER PARTNERSP/FINL MPW 4 5/8 08/01/29 USA Financial 1.7 XS2332876106 TURK IHRACAT KR EXCRTU 5 3/4 07/06/26 Turkey Export/Import Bank 1.7 US87901JAJ43 TEGNA INC TGNA 4 5/8 03/15/28 USA Communications 1.7 USY1753QAB87 CONTINUUM ENERGY LEVANTE CONTLE 4 1/2 02/09/27 India Energy 1.7 US38113YAE95 GOLDEN NUGGET INC NUGGET 6 3/4 10/15/24 USA Consumer, Cyclical 1.7 US315289AC26 FERRELLGAS LP/FERRELLGAS FGP 5 7/8 04/01/29 USA Consumer, Cyclical 1.7 XS2111944133 ARENA LUX FIN SARL EMPARQ 1 7/8 02/01/28 Spain Consumer, Non-cyclical 1.7 US75026JAE01 RADIATE HOLDCO / FINANCE RADIAT 6 1/2 09/15/28 USA Communications 1.7 XS1781710543 REPUBLIC OF KENYA KENINT 7 1/4 02/28/28 Kenya Sovereign 1.7 XS2187646901 VIRGIN MEDIA VENDOR FIN VMED 4 7/8 07/15/28 England Communications 1.7 XS0205055675 SYDBANK A/S SYDBDC Float PERP Denmark Financial 1.7 XS1891174341 DIGITAL EURO FINCO DLR 2 1/2 01/16/26 USA Financial 1.7 XS2198145422 JGSH PHILIPPINES LTD JGSPM 4 1/8 07/09/30 Philippines Consumer, Non-cyclical 1.7 XS2063279959 ALFA BANK (ALFA BOND) ALFARU 5.95 04/15/30 Russia Financial 1.7 XS2275090749 IMA INDUSTRIA MACCHINE IMAIM 3 3/4 01/15/28 Italy Industrial 1.7 FR0013534351 ELECTRICITE DE FRANCE SA EDF 2 7/8 PERP France Utilities 1.7 US48123VAF94 J2 GLOBAL JCOM 4 5/8 10/15/30 USA Technology 1.7 USY3004WAA00 GMR HYDERABAD INTERNATIO GMRLIN 4 1/4 10/27/27 India Industrial 1.7 US45074JAA25 ITT HOLDINGS LLC INTMAT 6 1/2 08/01/29 USA Energy 1.7 US85207UAF21 SPRINT CORP S 7 7/8 09/15/23 USA Communications 1.7 XS2177349912 AB IGNITIS GRUPE LIEENE 2 05/21/30 Lithuania Utilities 1.7 US097751BT78 BOMBARDIER INC BBDBCN 7 7/8 04/15/27 Canada Industrial 1.7 USH4209UAT37 UBS GROUP AG UBS 7 PERP Switzerland Financial 1.7 XS1575967218 OMAN GOV INTERNTL BOND OMAN 5 3/8 03/08/27 Oman Sovereign 1.6 MYBMO1700040 MALAYSIA GOVERNMENT MGS 3.899 11/16/27 Malaysia Sovereign 1.6 USG0398NZ620 ANTOFAGASTA PLC ANTOLN 2 3/8 10/14/30 Chile Basic Materials 1.6 USM8931TAF68 TURKIYE GARANTI BANKASI GARAN 5 1/4 09/13/22 Turkey Financial 1.6 US91831AAC53 BAUSCH HEALTH COS INC BHCCN 6 1/8 04/15/25 USA Consumer, Non-cyclical 1.6 USY6142NAE86 MONGOLIA INTL BOND MONGOL 4.45 07/07/31 Mongolia Sovereign 1.6 XS2109819859 TELEFONICA EUROPE BV TELEFO 2.502 PERP Spain Communications 1.6 US71654QDF63 PETROLEOS MEXICANOS PEMEX 6.95 01/28/60 Mexico Energy 1.6 XS2081543204 CORP ANDINA DE FOMENTO CAF 0 5/8 11/20/26 Multinational Supranational Bank 1.6 XS2099045515 TOWER BERSAMA INFRASTRUC TBIGIJ 4 1/4 01/21/25 Indonesia Communications 1.6 XS1500600280 BELDEN INC BDC 4 1/8 10/15/26 USA Industrial 1.6 US46284VAJ08 IRON MOUNTAIN INC IRM 5 1/4 07/15/30 USA Financial 1.6 NO0010882343 NORSK HYDRO ASA NHYNO Float 02/16/26 Norway Basic Materials 1.6 US019576AB35 ALLIED UNIVERSAL UNSEAM 9 3/4 07/15/27 USA Consumer, Non-cyclical 1.6 USY15025AD41 CHINA GOVT INTL BOND CHINA 2 1/4 10/21/50 China Sovereign 1.6 MYBMX1300040 MALAYSIA GOVERNMENT MGS 3.844 04/15/33 Malaysia Sovereign 1.6 XS1303927179 UKRAINE GOVERNMENT UKRAIN 7 3/4 09/01/27 Ukraine Sovereign 1.6 USP01012CA29 REPUBLIC OF EL SALVADOR ELSALV 7.1246 01/20/50 El Salvador Sovereign 1.6 XS0781029698 PERU PAYROLL DEDUCTION PPDFL 0 11/01/29 Cayman Islands Financial 1.6 XS2004438458 IHO VERWALTUNGS GMBH IHOVER 3 5/8 05/15/25 Germany Consumer, Cyclical 1.6 US00165CAP95 AMC ENTERTAINMENT HLDGS AMC 12 06/15/26 USA Consumer, Cyclical 1.6 XS2326493728 NOVELIS SHEET INGOT GMBH HNDLIN 3 3/8 04/15/29 USA Basic Materials 1.6 XS1895063763 AFRICAN DEVELOPMENT BANK AFDB 0 10/18/23 Multinational Supranational Bank 1.6 US195325DL65 REPUBLIC OF COLOMBIA COLOM 3 7/8 04/25/27 Colombia Sovereign 1.6 XS1379145656 KOC HOLDING AS KCHOL 5 1/4 03/15/23 Turkey Diversified 1.6 XS2240463674 LORCA TELECOM BONDCO LORCAT 4 09/18/27 Spain Communications 1.6 US1248EPCE15 CCO HLDGS LLC/CAP CORP CHTR 4 1/2 08/15/30 USA Communications 1.6 CL0002454248 BONOS TESORERIA PESOS BTPCL 4.7 09/01/30 Chile Sovereign 1.6 AU3CB0268829 NEXTERA ENERGY CAPITAL NEE 2.2 12/02/26 USA Utilities 1.6 USY68856AV83 PETRONAS CAPITAL LTD PETMK 4.55 04/21/50 Malaysia Energy 1.6 XS1595714087 KAZMUNAYGAS NATIONAL CO KZOKZ 5 3/4 04/19/47 Kazakhstan Energy 1.6 US71654QCP54 PETROLEOS MEXICANOS PEMEX 6 1/2 01/23/29 Mexico Energy 1.6

Page 7 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR IDG000012303 INDONESIA GOVERNMENT INDOGB 7 1/2 05/15/38 Indonesia Sovereign 1.6 US18453HAA41 CLEAR CHANNEL WORLDWIDE CCO 5 1/8 08/15/27 USA Communications 1.6 XS2322321964 ISLAMIC REP OF PAKISTAN PKSTAN 8 7/8 04/08/51 Pakistan Sovereign 1.6 XS1793329225 IVORY COAST IVYCST 5 1/4 03/22/30 Ivory Coast Sovereign 1.6 US205768AS39 COMSTOCK RESOURCES INC CRK 6 3/4 03/01/29 USA Energy 1.6 US900123CT57 REPUBLIC OF TURKEY TURKEY 7 5/8 04/26/29 Turkey Sovereign 1.6 XS2115122538 REPUBLIC OF GHANA GHANA 6 3/8 02/11/27 Ghana Sovereign 1.6 USG67744AA34 ORIFLAME INVESTMENT HLDG ORIFLM 5 1/8 05/04/26 Switzerland Consumer, Non-cyclical 1.6 FR0013447232 COVIVIO COVFP 1 1/8 09/17/31 France Financial 1.6 XS2314514477 BANK NEGARA INDONESIA BBNIIJ 3 3/4 03/30/26 Indonesia Financial 1.6 US35166FAA03 FXI HOLDINGS INC FXIHLD 12 1/4 11/15/26 USA Industrial 1.6 US18453HAC07 CLEAR CHANNEL OUTDOOR HO CCO 7 3/4 04/15/28 USA Communications 1.6 XS2353416386 ENERGIZER GAMMA ACQ BV ENR 3 1/2 06/30/29 USA Industrial 1.6 MYBMX1700033 MALAYSIA GOVERNMENT MGS 4.762 04/07/37 Malaysia Sovereign 1.6 XS1793255941 SOFTBANK GROUP CORP SOFTBK 5 04/15/28 Japan Communications 1.6 XS2223798229 FPC RESOURCES FIRPAC 4 3/8 09/11/27 Indonesia Consumer, Non-cyclical 1.6 XS2125308242 ABU DHABI GOVT INT'L ADGB 3 7/8 04/16/50 UAE Sovereign 1.6 XS2187689380 VOLKSWAGEN INTL FIN NV VW 3 7/8 PERP Germany Consumer, Cyclical 1.6 XS1586367945 DANSKE BANK A/S DANBNK 6 1/8 PERP Denmark Financial 1.6 US90932LAH06 UNITED AIRLINES INC UAL 4 5/8 04/15/29 USA Consumer, Cyclical 1.6 US92858RAA86 VMED O2 UK FINAN VMED 4 1/4 01/31/31 England Communications 1.6 XS1811024543 EP INFRASTRUCTURE AS ENAPHO 1.659 04/26/24 Czech Republic Utilities 1.6 XS2243343204 AGILE GROUP HOLDINGS LTD AGILE 6.05 10/13/25 China Financial 1.6 XS2057866191 ABU DHABI GOVT INT'L ADGB 3 1/8 09/30/49 UAE Sovereign 1.6 US02154CAF05 ALTICE FINANCING SA ALTICE 5 01/15/28 Luxembourg Communications 1.6 US698299BL70 REPUBLIC OF PANAMA PANAMA 3.87 07/23/60 Panama Sovereign 1.6 XS2021467753 STANDARD CHARTERED PLC STANLN 0.9 07/02/27 England Financial 1.5 XS2331967112 BIM LAND JSC BIMLVN 7 3/8 05/07/26 Vietnam Financial 1.5 XS2242422397 KAZMUNAYGAS NATIONAL CO KZOKZ 3 1/2 04/14/33 Kazakhstan Energy 1.5 CZ0001001796 CZECH REPUBLIC CZGB 4.2 12/04/36 Czech Republic Sovereign 1.5 US553283AC69 MPH ACQUISITION HOLDINGS MLTPLN 5 3/4 11/01/28 USA Consumer, Non-cyclical 1.5 XS2082818951 AUST & NZ BANKING GROUP ANZ 1 1/8 11/21/29 Australia Financial 1.5 BE0002699800 AQUAFIN NV AQUFIN 0 7/8 06/10/30 Belgium Industrial 1.5 US15135BAW19 CENTENE CORP CNC 3 10/15/30 USA Consumer, Non-cyclical 1.5 US008674AH66 AHERN RENTALS INC AHEREN 7 3/8 05/15/23 USA Consumer, Non-cyclical 1.5 XS2252513713 NBK TIER 2 LTD NTBKKK 2 1/2 11/24/30 Kuwait Financial 1.5 XS2264871828 IVORY COAST IVYCST 4 7/8 01/30/32 Ivory Coast Sovereign 1.5 US59563KAA88 MIDAS INT HOLDCO II/FIN SVKING 7 7/8 10/01/22 USA Consumer, Non-cyclical 1.5 US90353TAC45 UBER TECHNOLOGIES INC UBER 8 11/01/26 USA Communications 1.5 XS2320746394 VERBUND AG VERAV 0.9 04/01/41 Austria Utilities 1.5 US674599EA94 OCCIDENTAL PETROLEUM COR OXY 8 7/8 07/15/30 USA Energy 1.5 US715638DQ26 REPUBLIC OF PERU PERU 2.78 12/01/60 Peru Sovereign 1.5 US41984LAA52 HAWAIIAN BRAND INTELLECT HA 5 3/4 01/20/26 USA Consumer, Cyclical 1.5 US836205BB97 REPUBLIC OF SOUTH AFRICA SOAF 5 3/4 09/30/49 South Africa Sovereign 1.5 XS2225204010 VODAFONE GROUP PLC VOD 3 08/27/80 England Communications 1.5 MX0MGO0000U2 MEX BONOS DESARR FIX RT MBONO 7 3/4 11/23/34 Mexico Sovereign 1.5 US172441BF30 CINEMARK USA INC CNK 5 1/4 07/15/28 USA Consumer, Cyclical 1.5 XS2082429890 TELIA CO AB TELIAS 1 3/8 05/11/81 Sweden Communications 1.5 XS2068969067 COOPERATIEVE RABOBANK UA RABOBK 0 1/4 10/30/26 Netherlands Financial 1.5 XS2332900682 REPUBLIC OF SRPSKA BOND REPSBN 4 3/4 04/27/26 Bosnia–​Herzegovina Sovereign 1.5 XS1243995302 M&G PLC MGNLN 5.56 07/20/55 England Financial 1.5 US92769XAP06 VIRGIN MEDIA SECURED FIN VMED 5 1/2 05/15/29 England Communications 1.5 DE000A3H25P4 DEUTSCHE WOHNEN SE DWNIGY 0 1/2 04/07/31 Germany Financial 1.5 US900123CZ18 REPUBLIC OF TURKEY TURKEY 6 3/8 10/14/25 Turkey Sovereign 1.5 XS1590783533 TELIA CO AB TELIAS Float 10/04/77 Sweden Communications 1.5 XS1207654853 REPUBLIC OF ARMENIA ARMEN 7.15 03/26/25 Armenia Sovereign 1.5 FI4000507876 PHM GROUP HOLDING PHMGRP 4 3/4 06/18/26 Finland Financial 1.5 RU000A0JXTS9 RUSSIAN FEDERATION RUSSIA 4 1/4 06/23/27 Russia Sovereign 1.5 US81282UAE29 SEAWORLD PARKS & ENTERTA SEAS 9 1/2 08/01/25 USA Consumer, Cyclical 1.5 XS2272214458 LOGAN GROUP CO LTD LOGPH 4.85 12/14/26 China Financial 1.5 USP0608AAB28 AES PANAMA GENERATION HL AES 4 3/8 05/31/30 Panama Utilities 1.5 USP3143NBB93 CODELCO INC CDEL 4 3/8 02/05/49 Chile Basic Materials 1.5 USY8137FAK40 REPUBLIC OF SRI LANKA SRILAN 5 3/4 04/18/23 Sri Lanka Sovereign 1.5 XS2342206591 WESTPAC BANKING CORP WSTP 0.766 05/13/31 Australia Financial 1.5 USC3535CAH19 FIRST QUANTUM MINERALS L FMCN 6 1/2 03/01/24 Zambia Basic Materials 1.5 XS0248160102 DEVELOPMENT BANK OF KAZA DBKAZ 6 03/23/26 Kazakhstan Financial 1.5 SE0015660022 MEKONOMEN AB MEKOSS Float 03/18/26 Sweden Consumer, Cyclical 1.5 XS2332689681 DANFOSS FIN I BV DNFSDC 0 3/8 10/28/28 Denmark Industrial 1.5 XS2352405216 TRANSMISSION FINANCE DAC CARUNA 0 3/8 06/18/28 Finland Utilities 1.5 XS2307863642 COCA-COLA CO/THE KO 0 1/8 03/09/29 USA Consumer, Non-cyclical 1.5 USV3855GAB69 GREENKO SOLAR MAURITIUS GRNKEN 5.95 07/29/26 India Energy 1.5 FR0011401751 ELECTRICITE DE FRANCE SA EDF 5 3/8 PERP France Utilities 1.5 CH0448036266 KAZAKHSTAN TEMIR ZHOLY KTZKZ 3 1/4 12/05/23 Kazakhstan Industrial 1.5 XS2320453884 UPM-KYMMENE OYJ UPMFH 0 1/2 03/22/31 Finland Basic Materials 1.5 US836205AY00 REPUBLIC OF SOUTH AFRICA SOAF 5 7/8 06/22/30 South Africa Sovereign 1.5 XS1582206956 MOTO FINANCE PLC MOTOIN 4 1/2 10/01/22 England Industrial 1.5 XS0914313357 FPC TREASURY LTD FIRPAC 4 1/2 04/16/23 Indonesia Consumer, Non-cyclical 1.5 US75606DAL55 REALOGY GROUP/CO-ISSUER RLGY 5 3/4 01/15/29 USA Financial 1.5 XS2339102878 ABSA GROUP LTD ABGSJ 6 3/8 PERP South Africa Financial 1.5 US92840VAF94 VISTRA CORP VST 5 07/31/27 USA Utilities 1.5 XS2034068432 TRIVIUM PACKAGING FIN TRIVIU 3 3/4 08/15/26 Netherlands Industrial 1.5 RO1823DBN025 ROMANIA GOVERNMENT BOND ROMGB 4 1/4 06/28/23 Romania Sovereign 1.5 US80007RAK14 SANDS CHINA LTD SANLTD 3.8 01/08/26 Macau Consumer, Cyclical 1.5 US65249BAA70 NEWS CORP NWSA 3 7/8 05/15/29 USA Communications 1.5 US88167AAK79 TEVA PHARMACEUTICALS NE TEVA 6 3/4 03/01/28 Israel Consumer, Non-cyclical 1.5 US29278DAA37 ENEL CHILE SA ENELCH 4 7/8 06/12/28 Chile Utilities 1.5 US698299BM53 REPUBLIC OF PANAMA PANAMA 4 1/2 04/01/56 Panama Sovereign 1.5 US80874YBA73 SCIENTIFIC GAMES INTERNA SGMS 8 1/4 03/15/26 USA Consumer, Cyclical 1.5 USY8137FAP37 REPUBLIC OF SRI LANKA SRILAN 7.85 03/14/29 Sri Lanka Sovereign 1.5 RO1624DBN027 ROMANIA GOVERNMENT BOND ROMGB 3 1/4 04/29/24 Romania Sovereign 1.5 US900123AT75 REPUBLIC OF TURKEY TURKEY 8 02/14/34 Turkey Sovereign 1.5 XS1951084471 GAZPROM (GAZ CAPITAL SA) GAZPRU 5.15 02/11/26 Russia Energy 1.5 US55916AAB08 MICHAELS COS INC/THE MIK 7 7/8 05/01/29 USA Consumer, Cyclical 1.5 USP06518AH06 COMMONWEALTH OF BAHAMAS BAHAMA 8.95 10/15/32 Bahamas Sovereign 1.5 US195325BR53 REPUBLIC OF COLOMBIA COLOM 5 5/8 02/26/44 Colombia Sovereign 1.5 XS2289588837 VERISURE HOLDING AB VERISR 3 1/4 02/15/27 Sweden Consumer, Non-cyclical 1.4

Page 8 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1391575161 ADANI TRANSMISSION LTD ADTIN 4 08/03/26 India Utilities 1.4 XS1151974877 FEDERAL REP OF ETHIOPIA ETHOPI 6 5/8 12/11/24 Ethiopia Sovereign 1.4 XS1814831563 DEVELOPMENT BANK OF KAZA DBKAZ 8.95 05/04/23 Kazakhstan Financial 1.4 USP13458AB34 BANCO INDUSTRIAL SA BANGUA 4 7/8 01/29/31 Guatemala Financial 1.4 US78466CAC01 SS&C TECHNOLOGIES INC SSNC 5 1/2 09/30/27 USA Technology 1.4 PL0000108866 POLAND GOVERNMENT BOND POLGB 2 1/2 07/25/26 Poland Sovereign 1.4 US12429TAE47 MAUSER PACKAGING SOLUT BWY 7 1/4 04/15/25 USA Industrial 1.4 US451102BZ91 ICAHN ENTERPRISES/FIN IEP 5 1/4 05/15/27 USA Financial 1.4 USP5178RAC27 HONDURAS GOVERNMENT HONDUR 6 1/4 01/19/27 Honduras Sovereign 1.4 XS2066225124 FORTUNE STAR BVI LTD FOSUNI 4.35 05/06/23 China Consumer, Cyclical 1.4 XS2221845683 MUNICH RE MUNRE 1 1/4 05/26/41 Germany Financial 1.4 XS2342058034 ATLAS LUXCO 4 / ALL UNI UNSEAM 4 7/8 06/01/28 USA Consumer, Non-cyclical 1.4 XS1910266326 TEOLLISUUDEN VOIMA OYJ TVOYFH 2 3/8 02/15/24 Finland Utilities 1.4 XS1917720911 TURK IHRACAT KR BK EXCRTU 8 1/4 01/24/24 Turkey Export/Import Bank 1.4 USN15516AE23 BRASKEM NETHERLANDS BRASKM 5 7/8 01/31/50 Brazil Basic Materials 1.4 XS1908250191 VERISURE HOLDING AB VERISR 3 1/2 05/15/23 Sweden Consumer, Non-cyclical 1.4 XS1136935506 SADEREA SDEREA 12 1/2 11/30/26 Ghana Industrial 1.4 XS1821416408 REPUBLIC OF GHANA GHANA 8.627 06/16/49 Ghana Sovereign 1.4 XS1505134210 ROYAL CAPITAL BV ICTPM 4 7/8 PERP Philippines Consumer, Non-cyclical 1.4 US071734AK34 BAUSCH HEALTH COS INC BHCCN 6 1/4 02/15/29 USA Consumer, Non-cyclical 1.4 USP7S08VBZ31 PETROLEOS MEXICANOS PEMEX 6 7/8 10/16/25 Mexico Energy 1.4 RU000A1006S9 RUSSIAN FEDERATION RUSSIA 5.1 03/28/35 Russia Sovereign 1.4 US131347CN48 CALPINE CORP CPN 5 1/8 03/15/28 USA Utilities 1.4 US62828M2A84 MUTHOOT FINANCE LTD MUTHIN 6 1/8 10/31/22 India Financial 1.4 XS1513739760 EQUATE PETROCHEMICAL BV EQPTRC 4 1/4 11/03/26 Kuwait Basic Materials 1.4 XS2330272944 UZAUTO MOTORS AJ UZAMTS 4.85 05/04/26 Uzbekistan Consumer, Cyclical 1.4 US912909AU28 UNITED STATES STEEL CORP X 6 7/8 03/01/29 USA Basic Materials 1.4 USP3699PGJ05 COSTA RICA GOVERNMENT COSTAR 7.158 03/12/45 Costa Rica Sovereign 1.4 US040114HV54 REPUBLIC OF ARGENTINA ARGENT 0 1/8 07/09/41 Argentina Sovereign 1.4 USP14517AA73 BANCO NACIONAL COM EXT BNCE 4 3/8 10/14/25 Mexico Financial 1.4 USG8438NAB31 STAR ENERGY CO ISSUE STENGE 4.85 10/14/38 Indonesia Utilities 1.4 US105756BR01 FED REPUBLIC OF BRAZIL BRAZIL 5 5/8 01/07/41 Brazil Sovereign 1.4 XS1854172043 ADANI GREEN ENERGY UP ADGREG 6 1/4 12/10/24 India Energy 1.4 XS0146173371 REPUBLIC OF EL SALVADOR ELSALV 8 1/4 04/10/32 El Salvador Sovereign 1.4 USP3143NAG99 CODELCO INC CDEL 5 5/8 09/21/35 Chile Basic Materials 1.4 XS2231790960 BURBERRY GROUP PLC BRBYLN 1 1/8 09/21/25 England Consumer, Cyclical 1.4 XS1879638697 ARQIVA BROADC FINANCE PL ARQIVA 6 3/4 09/30/23 England Communications 1.4 XS2281369301 TURKIYE SINAI KALKINMA B TSKBTI 5 7/8 01/14/26 Turkey Financial 1.4 US87612BBN10 TARGA RESOURCES PARTNERS NGLS 6 7/8 01/15/29 USA Energy 1.4 TH0623036C06 THAILAND GOVERNMENT BOND THAIGB 2 1/8 12/17/26 Thailand Sovereign 1.4 USU4034GAA14 GUSAP III LP GGBRBZ 4 1/4 01/21/30 Brazil Basic Materials 1.4 US20451RAB87 COMPASS GROUP DIVERSIFIE CODI 5 1/4 04/15/29 USA Financial 1.4 XS2113615228 REPUBLIC OF GABON GABON 6 5/8 02/06/31 Gabon Sovereign 1.4 XS2249858940 SELECTA GROUP BV SELNSW 8 04/01/26 Switzerland Industrial 1.4 US92537RAA77 VERTICAL US NEWCO INC THYELE 5 1/4 07/15/27 Germany Industrial 1.4 USP4949BAP96 GRUPO BIMBO SAB DE CV BIMBOA 4 09/06/49 Mexico Consumer, Non-cyclical 1.4 USA29875AA87 JBS USA FOOD CO JBSSBZ 7 01/15/26 USA Consumer, Non-cyclical 1.4 XS2197693265 NAGACORP LTD NAGACL 7.95 07/06/24 Cambodja Consumer, Cyclical 1.4 US71568QAC15 PERUSAHAAN LISTRIK NEGAR PLNIJ 4 1/8 05/15/27 Indonesia Utilities 1.4 US417558AA18 HARVEST MIDSTREAM I LP HARMID 7 1/2 09/01/28 USA Energy 1.4 USP3699PGK77 COSTA RICA GOVERNMENT COSTAR 6 1/8 02/19/31 Costa Rica Sovereign 1.4 US855030AP77 STAPLES INC SPLS 10 3/4 04/15/27 USA Consumer, Cyclical 1.4 US527298BN21 LEVEL 3 FINANCING INC LVLT 4 5/8 09/15/27 USA Communications 1.4 USG77265AA73 RUTAS 2 AND 7 FINANCE RUTAPY 0 09/30/36 Paraguay Industrial 1.4 XS1733877762 INDIAN RAILWAY FINANCE INRCIN 3.835 12/13/27 India Industrial 1.4 XS2312733871 FAURECIA EOFP 2 3/8 06/15/29 France Consumer, Cyclical 1.4 USY68856AW66 PETRONAS CAPITAL LTD PETMK 4.8 04/21/60 Malaysia Energy 1.4 USY20721AE96 REPUBLIC OF INDONESIA INDON 8 1/2 10/12/35 Indonesia Sovereign 1.4 XS1713469911 MHP LUX SA MHPSA 6.95 04/03/26 Ukraine Consumer, Non-cyclical 1.4 US90320BAA70 UPC BROADBAND FINCO BV UPCB 4 7/8 07/15/31 Netherlands Communications 1.4 XS2049419398 TEOLLISUUDEN VOIMA OYJ TVOYFH 1 1/8 03/09/26 Finland Utilities 1.4 USP9367RAG67 TRANSPORT DE GAS PERU TGPERU 4 1/4 04/30/28 Peru Energy 1.4 US71654QCK67 PETROLEOS MEXICANOS PEMEX 5.35 02/12/28 Mexico Energy 1.4 USP1926LAA37 CABLE ONDA SA CONDA 4 1/2 01/30/30 Panama Communications 1.4 USY7140DAB65 PELABUHAN INDONESIA III PLBIII 4 1/2 05/02/23 Indonesia Industrial 1.4 USL0183BAA90 AMAGGI LUX INTL SARL AMAGGI 5 1/4 01/28/28 Brazil Consumer, Non-cyclical 1.4 US962178AN91 TRI POINTE GROUP / HOMES TPH 5 7/8 06/15/24 USA Consumer, Cyclical 1.4 US12543DBG43 CHS/COMMUNITY HEALTH SYS CYH 5 5/8 03/15/27 USA Consumer, Non-cyclical 1.4 XS2278534099 HACIENDA (DME AIRPORT) HCDNDA 5.35 02/08/28 Russia Industrial 1.4 XS2115141751 REPUBLIC OF GHANA GHANA 7 7/8 02/11/35 Ghana Sovereign 1.4 US131347CM64 CALPINE CORP CPN 4 1/2 02/15/28 USA Utilities 1.4 US86964WAJ18 SUZANO AUSTRIA GMBH SUZANO 3 3/4 01/15/31 Brazil Basic Materials 1.3 USP9379RAZ03 EMPRESAS PUBLIC MEDELLIN EEPPME 8 3/8 11/08/27 Colombia Utilities 1.3 US26151AAA79 DRAX FINCO PLC DRXLN 6 5/8 11/01/25 England Utilities 1.3 US82967NBJ63 SIRIUS XM RADIO INC SIRI 4 07/15/28 USA Communications 1.3 USP06076AA49 AES EL SALVADOR TRUST II AES 6 3/4 03/28/23 El Salvador Utilities 1.3 XS1577950311 KINGDOM OF JORDAN JORDAN 7 3/8 10/10/47 Jordan Sovereign 1.3 USG06703AA31 AUTOPISTAS DEL NORDESTE AUTNOR 9.39 04/15/24 Cayman Islands Financial 1.3 CND10002LDD0 CHINA SOUTHERN POWER SOPOWZ 3.3 01/10/23 China Utilities 1.3 XS2010028699 UKRAINE GOVERNMENT UKRAIN 6.876 05/21/29 Ukraine Sovereign 1.3 US92840VAH50 VISTRA OPERATIONS CO LLC VST 4 3/8 05/01/29 USA Utilities 1.3 XS2327392234 PT PAKUWON JATI PWONIJ 4 7/8 04/29/28 Indonesia Financial 1.3 XS2102493389 ALTICE FINANCING SA ALTICE 3 01/15/28 Luxembourg Communications 1.3 IDG000008301 INDONESIA GOVERNMENT INDOGB 10 1/2 07/15/38 Indonesia Sovereign 1.3 US12543DBL38 CHS/COMMUNITY HEALTH SYS CYH 6 1/8 04/01/30 USA Consumer, Non-cyclical 1.3 US16411QAH48 CHENIERE ENERGY PARTNERS CQP 4 03/01/31 USA Energy 1.3 XS2093581317 UKRAINE GOVERNMENT UKRAIN 11.67 11/22/23 Ukraine Sovereign 1.3 USN7163RAD54 PROSUS NV PRXNA 4.027 08/03/50 China Communications 1.3 XS2278474924 LIQUID TELECOM FINANCE LIQTEL 5 1/2 09/04/26 South Africa Communications 1.3 XS1558077845 ARAB REPUBLIC OF EGYPT EGYPT 6 1/8 01/31/22 Egypt Sovereign 1.3 US71647NBD03 PETROBRAS GLOBAL FINANCE PETBRA 6.9 03/19/49 Brazil Energy 1.3 US90932LAG23 UNITED AIRLINES INC UAL 4 3/8 04/15/26 USA Consumer, Cyclical 1.3 XS2322319638 ISLAMIC REP OF PAKISTAN PKSTAN 7 3/8 04/08/31 Pakistan Sovereign 1.3 US541056AA53 LOGMEIN INC LOGM 5 1/2 09/01/27 USA Communications 1.3 US205768AT12 COMSTOCK RESOURCES INC CRK 5 7/8 01/15/30 USA Energy 1.3 US29273DAB64 ENDO DAC/FIN LLC/FINCO ENDP 9 1/2 07/31/27 USA Consumer, Non-cyclical 1.3

Page 9 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US29280BAA35 ENDO LUX FIN CO I SARL ENDP 6 1/8 04/01/29 USA Consumer, Non-cyclical 1.3 US143658BG61 CARNIVAL CORP CCL 10 1/2 02/01/26 USA Consumer, Cyclical 1.3 US470160CB63 GOVERNMENT OF JAMAICA JAMAN 7 7/8 07/28/45 Jamaica Sovereign 1.3 US45174HBE62 IHEARTCOMMUNICATIONS INC IHRT 5 1/4 08/15/27 USA Communications 1.3 CND100032S44 CHINA NATL PETROLEUM CO CNPCCH 2 3/4 03/23/23 China Energy 1.3 XS1904250708 INTERTRUST GROUP BV INTERN 3 3/8 11/15/25 Netherlands Consumer, Non-cyclical 1.3 XS2360310044 UNICREDIT SPA UCGIM 0.8 07/05/29 Italy Financial 1.3 US715638DS81 REPUBLIC OF PERU PERU 3.3 03/11/41 Peru Sovereign 1.3 USG13201AA91 STATE OF MINAS GERAIS MINASG 5.333 02/15/28 Brazil Regional Authority 1.3 FI4000496468 KEMIRA OYJ KEMIRA 1 03/30/28 Finland Basic Materials 1.3 US00737WAA71 ADTALEM GLOBAL EDUCATION ATGE 5 1/2 03/01/28 USA Consumer, Non-cyclical 1.3 US917288BA96 REPUBLICA ORIENT URUGUAY URUGUA 7 7/8 01/15/33 Uruguay Sovereign 1.3 US02156LAA98 ALTICE FRANCE SA SFRFP 8 1/8 02/01/27 France Communications 1.3 US674599EB77 OCCIDENTAL PETROLEUM COR OXY 5 7/8 09/01/25 USA Energy 1.3 US36120RAA77 FXI HOLDINGS INC FXIHLD 7 7/8 11/01/24 USA Industrial 1.3 DE000A289QR9 DAIMLER AG DAIGR 0 3/4 09/10/30 Germany Consumer, Cyclical 1.3 US836205AS32 REPUBLIC OF SOUTH AFRICA SOAF 5 3/8 07/24/44 South Africa Sovereign 1.3 XS1293651029 KOMMUNEKREDIT KOMMUN 10.76 09/21/21 Denmark Regional Agencies 1.3 XS2322319398 ISLAMIC REP OF PAKISTAN PKSTAN 6 04/08/26 Pakistan Sovereign 1.3 RO1425DBN029 ROMANIA GOVERNMENT BOND ROMGB 4 3/4 02/24/25 Romania Sovereign 1.3 NO0010864531 COLOR GROUP ASA COLLIN Float 10/02/24 Norway Consumer, Cyclical 1.3 XS2034925375 INTRUM AB INTRUM 3 1/2 07/15/26 Sweden Financial 1.3 EGT9980JAL18 EGYPT TREASURY BILL EGYTB 0 10/19/21 Egypt Sovereign 1.3 HU0000404058 HUNGARY GOVERNMENT BOND HGB 1 11/26/25 Hungary Sovereign 1.3 US88160RAE18 TESLA INC TSLA 5.3 08/15/25 USA Consumer, Cyclical 1.3 US28035QAA04 EDGEWELL PERSONAL CARE EPC 5 1/2 06/01/28 USA Consumer, Non-cyclical 1.3 US013092AC57 ALBERTSONS COS/SAFEWAY ACI 4 5/8 01/15/27 USA Consumer, Non-cyclical 1.3 USG3066LAF88 ENN ENERGY HOLDINGS LTD XINAOG 2 5/8 09/17/30 China Utilities 1.3 USY2700RAA06 GENM CAPITAL LABUAN GENMMK 3.882 04/19/31 Malaysia Consumer, Cyclical 1.3 XS1267081575 REPUBLIC OF ZAMBIA ZAMBIN 8.97 07/30/27 Zambia Sovereign 1.3 US12653CAC29 CNX RESOURCES CORP CNX 7 1/4 03/14/27 USA Energy 1.3 XS2352309681 EMIRATES DEVELOPMENT BAN EMDEBK 1.639 06/15/26 UAE Financial 1.3 XS2332590475 NEXI SPA NEXIIM 2 1/8 04/30/29 Italy Consumer, Non-cyclical 1.3 US561233AA57 MALLINCKRODT FIN/SB MNK 5 3/4 08/01/22 USA Consumer, Non-cyclical 1.3 US71677KAB44 PETSMART INC/PETSMART FI PETM 7 3/4 02/15/29 USA Consumer, Cyclical 1.3 USE4181LAA91 ENFRAGEN ENERGIA SUR SA ENFRAG 5 3/8 12/30/30 Spain Energy 1.3 XS2313088739 JAPFA COMFEED TBK PT JPFAIJ 5 3/8 03/23/26 Indonesia Consumer, Non-cyclical 1.3 USA35155AE99 KLABIN AUSTRIA GMBH KLAB 3.2 01/12/31 Brazil Industrial 1.3 US552953CF65 MGM RESORTS INTL MGM 5 1/2 04/15/27 USA Consumer, Cyclical 1.3 US91327BAA89 UNITI GROUP/CSL CAPITAL UNIT 6 1/2 02/15/29 USA Financial 1.3 US43284MAA62 HILTON GRAND VAC BOR ESC HGVLLC 5 06/01/29 USA Consumer, Cyclical 1.3 XS2337152982 DUA CAPITAL LTD KNBZMK 1.658 05/11/26 Malaysia Financial 1.3 CND100036Q75 CHINA GOVERNMENT BOND CGB 2.68 05/21/30 China Sovereign 1.3 USP90475AB31 TELFON CELUAR DEL PARAGU TCDPSA 5 7/8 04/15/27 Paraguay Communications 1.3 XS2113454115 IIFL FINANCE LTD IIFOIN 5 7/8 04/20/23 India Financial 1.3 US105756CD06 FED REPUBLIC OF BRAZIL BRAZIL 2 7/8 06/06/25 Brazil Sovereign 1.3 XS2301399205 INDIA TOLL ROADS INDTLL 5 1/2 08/19/24 India Consumer, Non-cyclical 1.3 MYBMX1100044 MALAYSIA GOVERNMENT MGS 4.232 06/30/31 Malaysia Sovereign 1.3 XS2099677747 LOGAN GROUP CO LTD LOGPH 5 3/4 01/14/25 China Financial 1.3 US25470XBC83 DISH DBS CORP DISH 5 1/8 06/01/29 USA Communications 1.3 US16411RAJ86 CHENIERE ENERGY INC LNG 4 5/8 10/15/28 USA Energy 1.3 US82967NBC11 SIRIUS XM RADIO INC SIRI 5 1/2 07/01/29 USA Communications 1.3 US767754CL62 RITE AID CORP RAD 8 11/15/26 USA Consumer, Cyclical 1.3 US900123CY43 REPUBLIC OF TURKEY TURKEY 5 1/4 03/13/30 Turkey Sovereign 1.3 USF2893TAL01 ELECTRICITE DE FRANCE SA EDF 6 01/22/14 France Utilities 1.3 XS1821416234 REPUBLIC OF GHANA GHANA 7 5/8 05/16/29 Ghana Sovereign 1.3 USP29595AE80 COMISION FEDERAL DE ELEC CFELEC 4.677 02/09/51 Mexico Utilities 1.3 US900123BG46 REPUBLIC OF TURKEY TURKEY 6 3/4 05/30/40 Turkey Sovereign 1.2 US12543DBK54 CHS/COMMUNITY HEALTH SYS CYH 4 3/4 02/15/31 USA Consumer, Non-cyclical 1.2 NO0010819394 COLOR GROUP ASA COLLIN Float 09/23/22 Norway Consumer, Cyclical 1.2 USL6388GHX18 MILLICOM INTL CELLULAR TIGO 4 1/2 04/27/31 Colombia Communications 1.2 MYBMO2000028 MALAYSIA GOVERNMENT MGS 2.632 04/15/31 Malaysia Sovereign 1.2 XS2201851685 ROMANIA ROMANI 4 02/14/51 Romania Sovereign 1.2 USY8137FAN88 REPUBLIC OF SRI LANKA SRILAN 6.85 03/14/24 Sri Lanka Sovereign 1.2 NO0010823347 DNO ASA DNONO 8 3/4 05/31/23 Norway Energy 1.2 US74168LAA44 PRIMO WATER HOLDINGS INC PRMWCN 4 3/8 04/30/29 Canada Consumer, Non-cyclical 1.2 XS1997070781 ORSTED A/S ORSTED 2 1/8 05/17/27 Denmark Utilities 1.2 US44106MAZ59 SERVICE PROPERTIES TRUST SVC 4.35 10/01/24 USA Financial 1.2 XS2057842176 ADANIREN KODSOPAR WARSOM ARENRJ 4 5/8 10/15/39 India Utilities 1.2 XS2261215011 HOLCIM FINANCE LUX SA LHNVX 0 1/2 04/23/31 Switzerland Industrial 1.2 US37185LAL62 GENESIS ENERGY LP/FIN GEL 7 3/4 02/01/28 USA Energy 1.2 XS1303921214 UKRAINE GOVERNMENT UKRAIN 7 3/4 09/01/22 Ukraine Sovereign 1.2 US12543DBD12 CHS/COMMUNITY HEALTH SYS CYH 8 12/15/27 USA Consumer, Non-cyclical 1.2 XS1634532748 INTRUM AB INTRUM 3 1/8 07/15/24 Sweden Financial 1.2 US59001AAY82 MERITAGE HOMES CORP MTH 6 06/01/25 USA Consumer, Cyclical 1.2 PTAVDAOT0001 REP OF ANGOLA(AVENIR IS) ANGOL 6.927 02/19/27 Angola Sovereign 1.2 XS2010028939 REPUBLIC OF ARMENIA ARMEN 3.6 02/02/31 Armenia Sovereign 1.2 US156700BD72 LUMEN TECHNOLOGIES INC LUMN 4 1/2 01/15/29 USA Communications 1.2 XS1720690889 MATTERHORN TELECOM SA MATTER 4 11/15/27 Luxembourg Communications 1.2 US455780CU87 REPUBLIC OF INDONESIA INDON 4.45 04/15/70 Indonesia Sovereign 1.2 XS1972627530 ARLA FOODS FINANCE ARLA 1.575 04/03/24 Denmark Consumer, Non-cyclical 1.2 US81725WAK99 SENSATA TECHNOLOGIES BV ST 4 04/15/29 USA Industrial 1.2 US87854XAE13 TECHNIPFMC PLC FTI 6 1/2 02/01/26 England Energy 1.2 US98919VAA35 ZAYO GROUP HOLDINGS INC ZAYO 4 03/01/27 USA Communications 1.2 XS2105040872 KOREA DEVELOPMENT BANK KDB 6 01/22/25 South Korea Financial 1.2 XS2277590209 CAS CAPITAL NO1 LTD CASHLD 4 PERP Hong Kong Communications 1.2 XS1028952403 REPUBLIC OF KENYA KENINT 6 7/8 06/24/24 Kenya Sovereign 1.2 US10524PAB67 BRAND INDUSTRIAL SERVICE BRANDI 8 1/2 07/15/25 USA Industrial 1.2 XS2310511717 ARDAGH METAL PACKAGING AMPBEV 3 09/01/29 USA Industrial 1.2 XS2018639539 BLACK SEA TRADE AND DEVE BSTDBK 3 1/2 06/25/24 Multinational Supranational Bank 1.2 US98955DAA81 ZIGGO BV ZIGGO 4 7/8 01/15/30 Netherlands Communications 1.2 RU000A1007F4 RUSSIA GOVT BOND - OFZ RFLB 7.4 07/17/24 Russia Sovereign 1.2 XS1635870923 SAMVARDHANA MOTHERSON AU MSSIN 1.8 07/06/24 Netherlands Consumer, Cyclical 1.2 US18064PAB58 CALRIV SCI HLD CORP CLVTSC 4 7/8 06/30/29 USA Technology 1.2 COL17CT02914 TITULOS DE TESORERIA COLTES 6 04/28/28 Colombia Sovereign 1.2 USP8056GAB97 REPUBLIC OF GUATEMALA GUATEM 8 1/8 10/06/34 Guatemala Sovereign 1.2

Page 10 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR PTEDPKOM0034 ENERGIAS DE PORTUGAL SA EDPPL 4.496 04/30/79 Portugal Utilities 1.2 USY0889VAA80 BHARTI AIRTEL LTD BHARTI 4 3/8 06/10/25 India Communications 1.2 XS1313004928 ROMANIA ROMANI 3 7/8 10/29/35 Romania Sovereign 1.2 USP42009AD50 FONDO MIVIVIENDA SA MIVIVI 7 02/14/24 Peru Financial 1.2 US12008RAM97 BUILDERS FIRSTSOURCE INC BLDR 6 3/4 06/01/27 USA Industrial 1.2 USP9339SAM63 TRANSELEC SA TSELEC 4 5/8 07/26/23 Chile Utilities 1.2 US816196AT67 SELECT MEDICAL CORP SEM 6 1/4 08/15/26 USA Consumer, Non-cyclical 1.2 US86389QAG73 STUDIO CITY FINANCE LTD STCITY 5 01/15/29 Macau Consumer, Cyclical 1.2 US55616PAA21 MACY'S INC M 8 3/8 06/15/25 USA Consumer, Cyclical 1.2 XS2358378037 RENK AG FRANKFURT REBECC 5 3/4 07/15/25 Germany Industrial 1.2 XS2332589972 NEXI SPA NEXIIM 1 5/8 04/30/26 Italy Consumer, Non-cyclical 1.2 US59155LAA08 METIS MERGER SUB LLC EOCGRO 6 1/2 05/15/29 USA Consumer, Non-cyclical 1.2 US44267DAE76 HOWARD HUGHES CORP HHC 4 1/8 02/01/29 USA Financial 1.2 XS2297221405 ARAB REPUBLIC OF EGYPT EGYPT 7 1/2 02/16/61 Egypt Sovereign 1.2 US44332PAD33 HUB INTERNATIONAL LTD HBGCN 7 05/01/26 USA Financial 1.2 XS1797106173 IF SKADEFOERSAEKRING SAMPFH Float PERP Finland Financial 1.2 US88167AAN19 TEVA PHARMACEUTICALS NE TEVA 7 1/8 01/31/25 Israel Consumer, Non-cyclical 1.2 US97382WAA18 WINDSTREAM ESCROW LLC WIN 7 3/4 08/15/28 USA Communications 1.2 USY20721AJ83 REPUBLIC OF INDONESIA INDON 6 5/8 02/17/37 Indonesia Sovereign 1.2 USN54360AD95 MAJAPAHIT HOLDING BV PLNIJ 7 7/8 06/29/37 Indonesia Utilities 1.2 US74165HAB42 PRIME HEALTHCARE SERVICE PRIHEA 7 1/4 11/01/25 USA Consumer, Non-cyclical 1.2 XS2125168729 CATALENT PHARMA SOLUTION CTLT 2 3/8 03/01/28 USA Consumer, Non-cyclical 1.2 US75281ABH14 RANGE RESOURCES CORP RRC 8 1/4 01/15/29 USA Energy 1.2 XS1843435410 NOVEM GROUP GMBH NOVEMG Float 05/15/24 Germany Consumer, Cyclical 1.2 US82967NBE76 SIRIUS XM RADIO INC SIRI 4 5/8 07/15/24 USA Communications 1.2 US674599DF90 OCCIDENTAL PETROLEUM COR OXY 6.45 09/15/36 USA Energy 1.2 XS2080995405 LLOYDS BANKING GROUP PLC LLOYDS 5 1/8 PERP England Financial 1.2 US670001AE60 NOVELIS CORP HNDLIN 4 3/4 01/30/30 USA Basic Materials 1.2 US698299AW45 REPUBLIC OF PANAMA PANAMA 6.7 01/26/36 Panama Sovereign 1.2 US59565XAC48 MIDCONTINENT COMM & FIN MIDCON 5 3/8 08/15/27 USA Communications 1.2 US47010BAJ35 JAGUAR LAND ROVER AUTOMO TTMTIN 7 3/4 10/15/25 England Consumer, Cyclical 1.2 XS2306564019 WORKSPACE GROUP PLC WKPLN 2 1/4 03/11/28 England Financial 1.2 US65409QBD34 NIELSEN FINANCE LLC/CO NLSN 5 5/8 10/01/28 USA Consumer, Non-cyclical 1.2 USP0161KDW01 ALICORP SAA ALIPE 6 7/8 04/17/27 Peru Consumer, Non-cyclical 1.2 US35640YAF43 FREEDOM MORTGAGE CORP FREMOR 7 5/8 05/01/26 USA Financial 1.2 FR0013463775 CNP ASSURANCES CNPFP 2 07/27/50 France Financial 1.2 US29273DAC48 ENDO DAC/FIN LLC/FINCO ENDP 6 06/30/28 USA Consumer, Non-cyclical 1.2 US103186AB88 BOXER PARENT CO INC BMC 7 1/8 10/02/25 USA Technology 1.2 US29078EAA38 EMBARQ CORP LUMN 7.995 06/01/36 USA Communications 1.2 XS2027394233 KONDOR FINANCE PLC (NAK) NAFTO 7 1/8 07/19/24 Ukraine Energy 1.2 XS1812087598 GRUPO-ANTOLIN IRAUSA SA ATLNSA 3 3/8 04/30/26 Spain Consumer, Cyclical 1.2 US335934AL97 FIRST QUANTUM MINERALS L FMCN 7 1/2 04/01/25 Zambia Basic Materials 1.2 US53190FAA30 LIFE TIME INC LTM 5 3/4 01/15/26 USA Consumer, Cyclical 1.2 USP7808BAA54 PETROLEOS DEL PERU SA PETRPE 4 3/4 06/19/32 Peru Energy 1.2 USY8137FAE89 REPUBLIC OF SRI LANKA SRILAN 6.85 11/03/25 Sri Lanka Sovereign 1.2 US20338QAD51 COMMSCOPE INC COMM 6 03/01/26 USA Communications 1.2 US470160AV46 GOVERNMENT OF JAMAICA JAMAN 8 03/15/39 Jamaica Sovereign 1.2 XS2231188876 VMED O2 UK FINAN VMED 3 1/4 01/31/31 England Communications 1.2 XS1183235644 TEOLLISUUDEN VOIMA OYJ TVOYFH 2 1/8 02/04/25 Finland Utilities 1.2 US03969AAR14 ARDAGH PKG FIN/HLDGS USA ARGID 5 1/4 08/15/27 USA Industrial 1.2 XS2063540038 BANQUE OUEST AFRICAINE D BOAD 4.7 10/22/31 Multinational Supranational Bank 1.2 US15135BAV36 CENTENE CORP CNC 3 3/8 02/15/30 USA Consumer, Non-cyclical 1.2 FR0013336534 CNP ASSURANCES CNPFP 4 3/4 PERP France Financial 1.2 US46590XAB29 JBS USA/FOOD/FINANCE JBSSBZ 5 1/2 01/15/30 USA Consumer, Non-cyclical 1.2 US195325DX04 REPUBLIC OF COLOMBIA COLOM 3 7/8 02/15/61 Colombia Sovereign 1.2 US897051AC29 TRONOX INC TROX 4 5/8 03/15/29 USA Basic Materials 1.2 US96350RAA23 WHITE CAP BUYER LLC WHTCAP 6 7/8 10/15/28 USA Consumer, Cyclical 1.2 XS1789715064 CORP ANDINA DE FOMENTO CAF 8 1/2 03/08/28 Multinational Supranational Bank 1.2 US45827MAA53 INTELLIGENT PACKAGING IPLPCN 6 09/15/28 Canada Industrial 1.1 US50220MAA80 LSF9 ATL HLDG/VICTRA FIN LSFATL 7 3/4 02/15/26 USA Consumer, Cyclical 1.1 MYBMX1800049 MALAYSIA GOVERNMENT MGS 4.893 06/08/38 Malaysia Sovereign 1.1 XS1623828966 UNITED BANK FOR AFRICA P UBANL 7 3/4 06/08/22 Nigeria Financial 1.1 US64110LAX47 NETFLIX INC NFLX 6 3/8 05/15/29 USA Communications 1.1 US680665AL00 OLIN CORP OLN 5 5/8 08/01/29 USA Basic Materials 1.1 US87485LAC81 TALOS PRODUCTION INC TALO 12 01/15/26 USA Energy 1.1 US345397A605 FORD MOTOR CREDIT CO LLC F 5 1/8 06/16/25 USA Consumer, Cyclical 1.1 US03959KAC45 ARCHROCK PARTNERS LP/FIN APLP 6 1/4 04/01/28 USA Energy 1.1 XS1775618439 ARAB REPUBLIC OF EGYPT EGYPT 6.588 02/21/28 Egypt Sovereign 1.1 USP5865GAA87 INVERSIONES ATLANTIDA SA INVTLA 8 1/4 07/28/22 Honduras Financial 1.1 XS0095884424 TRANSNET SOC LTD SAFTRA 10 03/30/29 South Africa Industrial 1.1 US35906ABF49 FRONTIER COMMUNICATIONS FYBR 5 05/01/28 USA Communications 1.1 XS1501166869 TOTALENERGIES SE TTEFP 3.369 PERP France Energy 1.1 USP4948KAD74 GRUMA SAB DE CV GRUMAB 4 7/8 12/01/24 Mexico Consumer, Non-cyclical 1.1 US67059TAH86 NUSTAR LOGISTICS LP NSUS 6 3/8 10/01/30 USA Energy 1.1 FR0012444750 CREDIT AGRICOLE ASSRNCES ACAFP 4 1/4 PERP France Financial 1.1 US69370RAC16 PT PERTAMINA (PERSERO) PERTIJ 6 1/2 11/07/48 Indonesia Energy 1.1 XS2178586157 CONTINENTAL AG CONGR 2 1/2 08/27/26 Germany Consumer, Cyclical 1.1 XS2198213956 TEVA PHARM FNC NL II TEVA 6 01/31/25 Israel Consumer, Non-cyclical 1.1 XS2331728126 TI AUTOMOTIVE FINANCE TIFSLN 3 3/4 04/15/29 USA Consumer, Cyclical 1.1 US00688JAB35 ADIENT US LLC ADNT 9 04/15/25 USA Consumer, Cyclical 1.1 US47216FAA57 JAZZ SECURITIES DAC JAZZ 4 3/8 01/15/29 USA Consumer, Non-cyclical 1.1 US228701AF51 CROWNROCK LP/CROWNROCK F CRROCK 5 5/8 10/15/25 USA Energy 1.1 XS1613091500 QNB FINANSBANK AS/TURKEY QNBFB 4 7/8 05/19/22 Turkey Financial 1.1 XS2176895469 ARAB REPUBLIC OF EGYPT EGYPT 5 3/4 05/29/24 Egypt Sovereign 1.1 XS1303925041 UKRAINE GOVERNMENT UKRAIN 7 3/4 09/01/24 Ukraine Sovereign 1.1 USY8137FAR92 REPUBLIC OF SRI LANKA SRILAN 7.55 03/28/30 Sri Lanka Sovereign 1.1 US156700BB17 LUMEN TECHNOLOGIES INC LUMN 5 1/8 12/15/26 USA Communications 1.1 US345397B363 FORD MOTOR CREDIT CO LLC F 4 11/13/30 USA Consumer, Cyclical 1.1 XS1180651587 ACHMEA BV ACHMEA 4 1/4 PERP Netherlands Financial 1.1 US25470XBB01 DISH DBS CORP DISH 7 3/8 07/01/28 USA Communications 1.1 XS1814065345 GESTAMP AUTOMOCION SA GESTSM 3 1/4 04/30/26 Spain Consumer, Cyclical 1.1 US85205TAL44 SPIRIT AEROSYSTEMS INC SPR 7 1/2 04/15/25 USA Industrial 1.1 US17302WAB46 CITGO HOLDING INC CITHOL 9 1/4 08/01/24 USA Energy 1.1 US34960PAB76 FORTRESS TRANS & INFRAST FTAI 6 1/2 10/01/25 USA Industrial 1.1 XS1511793124 FIL LIMITED FIDINT 2 1/2 11/04/26 England Financial 1.1 US913229AA80 UNITED WHOLESALE MTGE LL UNSHFI 5 1/2 04/15/29 USA Financial 1.1

Page 11 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US900123CW86 REPUBLIC OF TURKEY TURKEY 5.6 11/14/24 Turkey Sovereign 1.1 XS1684785345 BELDEN INC BDC 2 7/8 09/15/25 USA Industrial 1.1 US69346VAA70 PERFORMANCE FOOD GROUP I PFGC 5 1/2 10/15/27 USA Consumer, Cyclical 1.1 MX91TL000031 GRUPO TELEVISA SAB TELVIS 8.79 09/27/27 Mexico Communications 1.1 US00215JAA79 AIR METHODS CORP AIRM 8 05/15/25 USA Consumer, Non-cyclical 1.1 NO0010980683 SALMAR ASA SALMNO Float 01/22/27 Norway Consumer, Non-cyclical 1.1 US552848AG81 MGIC INVESTMENT CORP MTG 5 1/4 08/15/28 USA Financial 1.1 XS2121167345 TALKTALK TELECOM GROUP TALKLN 3 7/8 02/20/25 England Communications 1.1 US69370RAA59 PT PERTAMINA (PERSERO) PERTIJ 6.45 05/30/44 Indonesia Energy 1.1 XS2078247983 KAISA GROUP HOLDINGS LTD KAISAG 11.95 11/12/23 China Financial 1.1 US89686QAA40 TRIVIUM PACKAGING FIN TRIVIU 5 1/2 08/15/26 Netherlands Industrial 1.1 US914906AV42 UNIVISION COMMUNICATIONS UVN 4 1/2 05/01/29 USA Communications 1.1 XS2058557344 THERMO FISHER SCIENTIFIC TMO 1 7/8 10/01/49 USA Consumer, Non-cyclical 1.1 XS2075280995 DNB BANK ASA DNBNO 4 7/8 PERP Norway Financial 1.1 XS2115190451 Q-PARK HOLDING BV QPARKH 2 03/01/27 Netherlands Consumer, Non-cyclical 1.1 US82873MAA18 SIMMONS FOOD INC/SIMMONS SIMFOO 4 5/8 03/01/29 USA Consumer, Non-cyclical 1.1 USP0100VAB91 AEROPUERTOS DOMINICANOS AERDOS 6 3/4 03/30/29 Dominican Republic Industrial 1.1 US87261QAC78 TMS INTERNATIONAL CORP TMS 6 1/4 04/15/29 USA Basic Materials 1.1 US900123CG37 REPUBLIC OF TURKEY TURKEY 6 5/8 02/17/45 Turkey Sovereign 1.1 XS1187065443 ESKOM HOLDINGS SOC LTD ESKOM 7 1/8 02/11/25 South Africa Utilities 1.1 US28228PAA93 EG GLOBAL FINANCE PLC EGBLFN 6 3/4 02/07/25 England Consumer, Cyclical 1.1 US74969PAA66 RP ESCROW ISSUER LLC RADPAR 5 1/4 12/15/25 USA Consumer, Non-cyclical 1.1 XS1439749364 TEVA PHARM FNC NL II TEVA 1 5/8 10/15/28 Israel Consumer, Non-cyclical 1.1 US68622TAA97 ORGANON & CO/ORG OGN 4 1/8 04/30/28 USA Consumer, Non-cyclical 1.1 XS2199597613 TK ELEVATOR MIDCO GMBH THYELE Float 07/15/27 Germany Industrial 1.1 US105756BK57 FED REPUBLIC OF BRAZIL BRAZIL 7 1/8 01/20/37 Brazil Sovereign 1.1 MYBVS1402243 BANK PEMBANGUNAN MALAY PEMIMK 4 3/4 09/12/29 Malaysia Financial 1.1 XS2324826994 MDGH GMTN RSC LTD MUBAUH 3.4 06/07/51 UAE Financial 1.1 US644393AB64 NEW FORTRESS ENERGY INC NFE 6 1/2 09/30/26 USA Energy 1.1 US1248EPCL57 CCO HLDGS LLC/CAP CORP CHTR 4 1/2 06/01/33 USA Communications 1.1 US90290MAD39 US FOODS INC USFOOD 4 3/4 02/15/29 USA Consumer, Non-cyclical 1.1 MYBGO1600036 MALAYSIA INVESTMNT ISSUE MGII 4.07 09/30/26 Malaysia Sovereign 1.1 XS2059543921 MANGROVE LUXCO III MANGRV 7.775 10/09/25 Luxembourg Industrial 1.1 US45774NAB47 INNOPHOS HOLDINGS INC IPHS 9 3/8 02/15/28 USA Basic Materials 1.1 US03690AAH95 ANTERO MIDSTREAM PART/FI AM 5 3/8 06/15/29 USA Energy 1.1 US72815LAA52 PLAYTIKA HOLDING CORP PLTK 4 1/4 03/15/29 USA Technology 1.1 XS1567439689 BNQ CEN TUNISIA INT BOND BTUN 5 5/8 02/17/24 Tunisia Financial 1.1 US835898AH05 SOTHEBY'S BID 7 3/8 10/15/27 USA Consumer, Non-cyclical 1.1 XS2077655624 IF SKADEFOERSAEKRING SAMPFH Float 06/17/51 Finland Financial 1.1 XS1297557412 REPUBLIC OF GHANA GHANA 10 3/4 10/14/30 Ghana Sovereign 1.1 US12653CAJ71 CNX RESOURCES CORP CNX 6 01/15/29 USA Energy 1.1 US143658BJ01 CARNIVAL CORP CCL 9 7/8 08/01/27 USA Consumer, Cyclical 1.1 US26112TAJ51 DOWNSTREAM DEVELOPMENT QUAPAW 10 1/2 02/15/23 USA Consumer, Cyclical 1.1 XS2183818637 STANDARD CHARTERED PLC STANLN 2 1/2 09/09/30 England Financial 1.1 MYBMO1900020 MALAYSIA GOVERNMENT MGS 3.885 08/15/29 Malaysia Sovereign 1.1 USY6142NAB48 MONGOLIA INTL BOND MONGOL 5 5/8 05/01/23 Mongolia Sovereign 1.1 USP3579EAG28 DOMINICAN REPUBLIC DOMREP 8 5/8 04/20/27 Dominican Republic Sovereign 1.1 HU0000402532 HUNGARY GOVERNMENT BOND HGB 6 3/4 10/22/28 Hungary Sovereign 1.1 US50168AAB61 LABL ESCROW ISSUER LLC WSPKHD 6 3/4 07/15/26 USA Industrial 1.1 XS1909057306 LOGICOR FINANCING SARL LOGICR 2 1/4 05/13/25 Luxembourg Financial 1.1 US84749AAA51 SPECIALTY BUILDING PRODU SBPLLC 6 3/8 09/30/26 USA Consumer, Cyclical 1.1 XS2210960378 COUNTRY GARDEN HLDGS COGARD 4.8 08/06/30 China Financial 1.1 US25277LAC00 DIAMOND SPORTS GR/DIAMON DSPORT 6 5/8 08/15/27 USA Communications 1.1 XS2081020872 HEATHROW FINANCE PLC HTHROW 4 5/8 09/01/29 England Industrial 1.1 XS1195202822 TOTALENERGIES SE TTEFP 2 5/8 PERP France Energy 1.1 USP40684AA34 FIDEICOMISO PA COSTERA COSTER 6 3/4 01/15/34 Colombia Financial 1.1 US880349AS45 TENNECO INC TEN 7 7/8 01/15/29 USA Consumer, Cyclical 1.1 USP78625CA91 PETROLEOS MEXICANOS PEMEX 7.65 11/24/21 Mexico Energy 1.1 USY8137FAL23 REPUBLIC OF SRI LANKA SRILAN 6 3/4 04/18/28 Sri Lanka Sovereign 1.1 XS1575640054 ENERGA FINANCE AB ENEASA 2 1/8 03/07/27 Poland Utilities 1.1 US69318FAK49 PBF HOLDING CO LLC PBFENE 9 1/4 05/15/25 USA Energy 1.1 XS2288824969 BANQUE OUEST AFRICAINE D BOAD 2 3/4 01/22/33 Multinational Supranational Bank 1.1 XS1662407862 REPUBLIC OF IRAQ IRAQ 6.752 03/09/23 Iraq Sovereign 1.1 US31430QBG10 FELCOR LODGING LP FCH 6 06/01/25 USA Financial 1.1 XS2325747397 REPUBLIC OF GHANA GHANA 8 5/8 04/07/34 Ghana Sovereign 1.1 USY3004WAB82 GMR HYDERABAD INTERNATIO GMRLIN 5 3/8 04/10/24 India Industrial 1.1 XS2258822233 CHINA AOYUAN GROUP LTD CAPG 5.98 08/18/25 China Financial 1.1 XS2171713006 EUROGRID GMBH EUROGR 1.113 05/15/32 Germany Utilities 1.1 US57701RAM43 MATTAMY GROUP CORP MATHOM 4 5/8 03/01/30 Canada Consumer, Cyclical 1.1 US037411AW56 APACHE CORP APA 5.1 09/01/40 USA Energy 1.1 XS1267053103 THAMES WATER KEMBLE FINA THAMES 5 7/8 07/15/22 England Utilities 1.1 XS2182121827 CORP ANDINA DE FOMENTO CAF 1 5/8 06/03/25 Multinational Supranational Bank 1.1 XS2333301674 PCF GMBH PFLEID 4 3/4 04/15/26 Germany Industrial 1.1 XS1840618059 BAYER CAPITAL CORP BV BAYNGR 1 1/2 06/26/26 Germany Consumer, Non-cyclical 1.1 US00810GAC87 AETHON UN/AETHIN UN FIN AETUNI 8 1/4 02/15/26 USA Energy 1.1 XS2361342889 PICARD GROUPE SA PICSUR 3 7/8 07/01/26 France Consumer, Non-cyclical 1.1 XS0306322065 REPUBLIC OF COLOMBIA COLOM 9.85 06/28/27 Colombia Sovereign 1.1 US53627NAE13 LIONS GATE CAPITAL HOLD LGF 5 1/2 04/15/29 USA Consumer, Cyclical 1.1 XS0947658208 BACARDI LTD BACARD 2 3/4 07/03/23 Bermuda Consumer, Non-cyclical 1.1 US59833DAB64 MIDWEST GMNG BOR/MWG FIN MWGAME 4 7/8 05/01/29 USA Consumer, Cyclical 1.1 US12770RAA14 CAESARS RESORT / FINCO CGPHLC 5 3/4 07/01/25 USA Consumer, Cyclical 1.1 US92676XAE76 VIKING CRUISES LTD VIKCRU 13 05/15/25 USA Consumer, Cyclical 1.0 US05552VAA08 BCPE EMPIRE HOLDINGS INC IMPPAP 7 5/8 05/01/27 USA Consumer, Cyclical 1.0 XS1729876059 THIRD PKSTAN INTL SUKUK PKSTAN 5 5/8 12/05/22 Pakistan Sovereign 1.0 US78433BAA61 SCIH SALT HOLDINGS INC USSALT 4 7/8 05/01/28 USA Basic Materials 1.0 XS2264555744 REPUBLIC OF SERBIA SERBIA 2 1/8 12/01/30 Serbia Sovereign 1.0 US87470LAH42 TALLGRASS NRG PRTNR/FIN TEP 7 1/2 10/01/25 USA Energy 1.0 MYBVN1200689 ABU DHABI NATIONAL ENERG TAQAUH 4.65 03/03/22 UAE Utilities 1.0 US46650CAB54 JBS USA FOOD CO JBSSBZ 5 3/4 01/15/28 USA Consumer, Non-cyclical 1.0 US25525PAA57 DIVERSIFIED HEALTHCARE T DHC 9 3/4 06/15/25 USA Financial 1.0 US69356MAA45 PM GENERAL PURCHASER LLC AMGENE 9 1/2 10/01/28 USA Consumer, Cyclical 1.0 US23311VAH06 DCP MIDSTREAM OPERATING DCP 5 1/8 05/15/29 USA Energy 1.0 US98313RAH93 WYNN MACAU LTD WYNMAC 5 5/8 08/26/28 Macau Consumer, Cyclical 1.0 XS2360381730 ELIOR PARTICIPAT ELIOR 3 3/4 07/15/26 France Consumer, Cyclical 1.0 NO0010751837 TRYG FORSIKRING TRYGFO Float 11/13/45 Denmark Financial 1.0 US040114HW38 REPUBLIC OF ARGENTINA ARGENT 0 1/8 07/09/46 Argentina Sovereign 1.0

Page 12 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2010036874 ORSTED A/S ORSTED 1 3/4 12/09/19 Denmark Utilities 1.0 XS2010198260 LMIRT CAPITAL PTE LTD LMRTSP 7 1/4 06/19/24 Singapore Financial 1.0 XS2241825111 GLOBAL SWITCH FINANCE GSWITC 1 3/8 10/07/30 England Communications 1.0 XS2199266268 BAYER AG BAYNGR 1 1/8 01/06/30 Germany Consumer, Non-cyclical 1.0 CZ0001004477 CZECH REPUBLIC CZGB 0.95 05/15/30 Czech Republic Sovereign 1.0 US35640YAG26 FREEDOM MORTGAGE FREMOR 6 5/8 01/15/27 USA Financial 1.0 IL0011321747 DELEK & AVNER TAMAR BD DEVTAM 5.082 12/30/23 Israel Energy 1.0 US88033GDL14 TENET HEALTHCARE CORP THC 4 1/4 06/01/29 USA Consumer, Non-cyclical 1.0 US78471RAB24 SRS DISTRIBUTION INC SRSDIS 4 5/8 07/01/28 USA Consumer, Cyclical 1.0 US126307BH94 CSC HOLDINGS LLC CSCHLD 4 1/2 11/15/31 USA Communications 1.0 US038522AR99 ARAMARK SERVICES INC ARMK 6 3/8 05/01/25 USA Consumer, Cyclical 1.0 US880349AT28 TENNECO INC TEN 5 1/8 04/15/29 USA Consumer, Cyclical 1.0 US718286AY36 REPUBLIC OF PHILIPPINES PHILIP 9 1/2 02/02/30 Philippines Sovereign 1.0 US013817AK77 HOWMET AEROSPACE INC HWM 5.95 02/01/37 USA Industrial 1.0 US78410GAD60 SBA COMMUNICATIONS CORP SBAC 3 7/8 02/15/27 USA Financial 1.0 XS2181907580 SBAB BANK AB SBAB 2.268 06/03/30 Sweden Financial 1.0 XS2340149439 GEORGIAN RAILWAY JSC GRAIL 4 06/17/28 Georgia Industrial 1.0 XS2228897158 AKELIUS RESIDENTIAL PROP AKFAST 1 01/17/28 Sweden Financial 1.0 US05552BAA44 LBM ACQUISITION LLC USLBMH 6 1/4 01/15/29 USA Consumer, Cyclical 1.0 SE0012193779 SBAB BANK AB SBAB Float PERP Sweden Financial 1.0 XS2173114542 SBAB BANK AB SBAB 0 1/2 05/13/25 Sweden Financial 1.0 XS1003557870 REPUBLIC OF GABON GABON 6 3/8 12/12/24 Gabon Sovereign 1.0 XS1490159495 IHO VERWALTUNGS GMBH IHOVER 3 3/4 09/15/26 Germany Consumer, Cyclical 1.0 XS2308313860 AUSNET SERVICES HOLDINGS ANVAU 1 5/8 03/11/81 Australia Utilities 1.0 DE000A289FK7 ALLIANZ SE ALVGR 2 5/8 PERP Germany Financial 1.0 US20337YAA55 COMMSCOPE TECH LLC COMM 6 06/15/25 USA Communications 1.0 FR0013536661 SOCIETE GENERALE SOCGEN 0 7/8 09/22/28 France Financial 1.0 XS2079716937 APPLE INC AAPL 0 1/2 11/15/31 USA Technology 1.0 XS2103013210 RED ELECTRICA FIN SA UNI REESM 0 3/8 07/24/28 Spain Utilities 1.0 US86614RAN70 SUMMIT MATERIALS LLC/FIN SUMMAT 5 1/4 01/15/29 USA Industrial 1.0 XS1806400534 METINVEST BV METINV 7 3/4 04/23/23 Ukraine Basic Materials 1.0 US78573NAC65 SABRE GLBL INC SABHLD 9 1/4 04/15/25 USA Consumer, Non-cyclical 1.0 FR0013445335 SUEZ SEVFP 1 5/8 PERP France Utilities 1.0 US455780CH76 REPUBLIC OF INDONESIA INDON 4 3/4 02/11/29 Indonesia Sovereign 1.0 US195325BM66 REPUBLIC OF COLOMBIA COLOM 6 1/8 01/18/41 Colombia Sovereign 1.0 XS2070192591 BOSTON SCIENTIFIC CORP BSX 0 5/8 12/01/27 USA Consumer, Non-cyclical 1.0 XS0880597603 DUBAI GOVT INT'L BONDS DUGB 5 1/4 01/30/43 UAE Sovereign 1.0 XS2079678400 STEDIN HOLDING NV STEDIN 0 1/2 11/14/29 Netherlands Utilities 1.0 XS1807300105 KAZMUNAYGAS NATIONAL CO KZOKZ 5 3/8 04/24/30 Kazakhstan Energy 1.0 DE000A289DC9 BASF SE BASGR 0 1/4 06/05/27 Germany Basic Materials 1.0 FR0014003N69 AIR LIQUIDE FINANCE AIFP 0 3/8 05/27/31 France Basic Materials 1.0 US08949LAB62 BIG RIVER STEEL/BRS FIN BIGBRS 6 5/8 01/31/29 USA Basic Materials 1.0 XS2169243479 SWISSCOM FINANCE SCMNVX 0 3/8 11/14/28 Switzerland Communications 1.0 FR0013428489 ENGIE SA ENGIFP 0 3/8 06/21/27 France Utilities 1.0 US70052LAA17 PARK INTERMED HOLDINGS PK 7 1/2 06/01/25 USA Financial 1.0 US44988MAC91 IRB HOLDING CORP ARGIHC 7 06/15/25 USA Consumer, Cyclical 1.0 XS1405775880 BANK OF GEORGIA JSC GEBGG 6 07/26/23 Georgia Financial 1.0 US15135BAY74 CENTENE CORP CNC 2.45 07/15/28 USA Consumer, Non-cyclical 1.0 XS2239845253 CHANEL CERES PLC CHANEL 1 07/31/31 England Consumer, Cyclical 1.0 ZAG000107004 REPUBLIC OF SOUTH AFRICA SAGB 8 1/4 03/31/32 South Africa Sovereign 1.0 DE000A3H3JM4 DAIMLER AG DAIGR 0 3/4 03/11/33 Germany Consumer, Cyclical 1.0 US17302XAM83 CITGO PETROLEUM CORP CITPET 6 3/8 06/15/26 USA Energy 1.0 XS2320745156 HANNOVER RE HANRUE 1 3/8 06/30/42 Germany Financial 1.0 US42704MAA09 HERBALIFE/HLF FINANCING HLF 7 7/8 09/01/25 USA Consumer, Non-cyclical 1.0 US48126HAA86 JPMORGAN CHASE & CO JPM 6 PERP USA Financial 1.0 XS2050404800 DH EUROPE FINANCE DHR 0.45 03/18/28 USA Consumer, Non-cyclical 1.0 XS2028892474 GALAXY BIDCO LTD DGGLN 6 1/2 07/31/26 England Financial 1.0 XS1775617464 ARAB REPUBLIC OF EGYPT EGYPT 7.903 02/21/48 Egypt Sovereign 1.0 XS2295333988 IBERDROLA INTL BV IBESM 1.825 PERP Spain Utilities 1.0 US35671DCF06 FREEPORT-MCMORAN INC FCX 4 1/4 03/01/30 USA Basic Materials 1.0 XS1245960684 REPUBLIC OF GABON GABON 6.95 06/16/25 Gabon Sovereign 1.0 XS2115092954 WHIRLPOOL EMEA FIN SARL WHR 0 1/2 02/20/28 USA Consumer, Cyclical 1.0 US35671DBC83 FREEPORT-MCMORAN INC FCX 5.45 03/15/43 USA Basic Materials 1.0 XS1263139856 REPUBLIC OF KAZAKHSTAN KAZAKS 6 1/2 07/21/45 Kazakhstan Sovereign 1.0 US315289AA69 FERRELLGAS LP/FERRELLGAS FGP 5 3/8 04/01/26 USA Consumer, Cyclical 1.0 FR0013450822 CREDIT MUTUEL ARKEA CMARK 0 3/8 10/03/28 France Financial 1.0 US95081QAP90 WESCO DISTRIBUTION INC WCC 7 1/4 06/15/28 USA Industrial 1.0 XS1587840098 LANDSHYPOTEK BANK AB LANHYP Float PERP Sweden Financial 1.0 XS1901183043 BNQ CEN TUNISIA INT BOND BTUN 6 3/4 10/31/23 Tunisia Financial 1.0 US13123XBD30 CALLON PETROLEUM CPE 8 08/01/28 USA Energy 1.0 XS2353182376 ENEL FINANCE INTL NV ENELIM 0 7/8 06/17/36 Italy Utilities 1.0 USG10367AF01 GOVT OF BERMUDA BERMUD 4 3/4 02/15/29 Bermuda Sovereign 1.0 TH0623A3G607 THAILAND GOVERNMENT BOND THAIGB 4 06/17/66 Thailand Sovereign 1.0 US880779BA01 TEREX CORP TEX 5 05/15/29 USA Industrial 1.0 US62886HAR21 NCL CORPORATION LTD NCLH 12 1/4 05/15/24 USA Consumer, Cyclical 1.0 XS2282094494 VOLKSWAGEN LEASING GMBH VW 0 1/4 01/12/26 Germany Consumer, Cyclical 1.0 XS2332689764 DANFOSS FIN 2 BV DNFSDC 0 3/4 04/28/31 Denmark Industrial 1.0 US559665AA25 MAGNOLIA OIL GAS/MAG FIN TPGE 6 08/01/26 USA Energy 1.0 US92769VAJ89 VIRGIN MEDIA FINANCE PLC VMED 5 07/15/30 England Communications 1.0 XS2265360359 STORA ENSO OYJ STERV 0 5/8 12/02/30 Finland Basic Materials 1.0 US71568QAG29 PERUSAHAAN LISTRIK NEGAR PLNIJ 5 3/8 01/25/29 Indonesia Utilities 1.0 NO0010850274 FELLESKJOPET AGRI SA FELOST Float 04/25/24 Norway Consumer, Non-cyclical 1.0 XS2350756446 ING GROEP NV INTNED 0 7/8 06/09/32 Netherlands Financial 1.0 XS2232115423 DIGITAL DUTCH FINCO BV DLR 1 01/15/32 USA Financial 1.0 SE0013360153 ALANDSBANKEN AB AABHFH Float PERP Finland Financial 1.0 XS2333564503 DUFRY ONE BV DUFNSW 3 3/8 04/15/28 Switzerland Consumer, Cyclical 1.0 US89236YAB02 TPC GROUP INC TPCG 10 1/2 08/01/24 USA Basic Materials 1.0 XS2047500926 E.ON SE EOANGR 0.35 02/28/30 Germany Utilities 1.0 US071734AN72 BAUSCH HEALTH COS INC BHCCN 4 7/8 06/01/28 USA Consumer, Non-cyclical 1.0 DK0030484621 TRYG FORSIKRING TRYGFO Float PERP Denmark Financial 1.0 XS1860989869 GOVERNMENT OF ARUBA ARUBA 6 1/2 01/31/29 Aruba Sovereign 1.0 XS1910828182 REPUBLIC OF NIGERIA NGERIA 9.248 01/21/49 Nigeria Sovereign 1.0 XS2227905903 AMERICAN TOWER CORP AMT 0 1/2 01/15/28 USA Financial 1.0 US71568QAE70 PERUSAHAAN LISTRIK NEGAR PLNIJ 5.45 05/21/28 Indonesia Utilities 1.0 BE6327721237 VGP NV VGPBB 1 1/2 04/08/29 Belgium Financial 1.0 US98310WAS70 TRAVEL + LEISURE CO TNL 6 5/8 07/31/26 USA Consumer, Cyclical 1.0

Page 13 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR FR0013534484 ORANGE SA ORAFP 0 1/8 09/16/29 France Communications 1.0 XS2050614796 GLOBAL PRIME CAPITAL BSDEIJ 5.95 01/23/25 Indonesia Financial 1.0 US87470LAJ08 TALLGRASS NRG PRTNR/FIN TEP 6 12/31/30 USA Energy 1.0 XS2325328313 STOREBRAND LIVSFORSIKRIN STBNO 1 7/8 09/30/51 Norway Financial 1.0 XS1904648570 MDGH - GMTN BV MUBAUH 4 1/2 11/07/28 UAE Financial 1.0 US019576AC18 ALLIED UNIVERSAL UNSEAM 6 06/01/29 USA Consumer, Non-cyclical 1.0 US12597YAA73 CP ATLAS BUYER INC AMBATH 7 12/01/28 USA Industrial 1.0 ZAG000020686 SOUTH AFRICAN NATL RDS SANRAL 9 09/30/25 South Africa Sovereign Agency 1.0 XS2297536067 ASIAN DEVELOPMENT BANK ASIA 14 02/16/22 Multinational Supranational Bank 1.0 XS2333676133 REPUBLIC OF SENEGAL SENEGL 5 3/8 06/08/37 Senegal Sovereign 1.0 XS2235996217 NOVARTIS FINANCE SA NOVNVX 0 09/23/28 Switzerland Consumer, Non-cyclical 1.0 XS2301127119 AKELIUS RESIDENTIAL PROP AKFAST 0 3/4 02/22/30 Sweden Financial 1.0 US836205AW44 REPUBLIC OF SOUTH AFRICA SOAF 4.85 09/27/27 South Africa Sovereign 1.0 XS2108987517 REPUBLIC OF CHILE CHILE 1 1/4 01/29/40 Chile Sovereign 1.0 US89668QAF54 TRINSEO OP / TRINSEO FIN TSE 5 1/8 04/01/29 USA Basic Materials 1.0 RO1227DBN011 ROMANIA GOVERNMENT BOND ROMGB 5.8 07/26/27 Romania Sovereign 1.0 XS2131567138 ABN AMRO BANK NV ABNANV 4 3/8 PERP Netherlands Financial 1.0 XS2303927227 SECURITAS AB SECUSS 0 1/4 02/22/28 Sweden Consumer, Non-cyclical 1.0 US86828LAC63 SUPERIOR PLUS/GEN PRTNR SPBCN 4 1/2 03/15/29 Canada Consumer, Cyclical 1.0 USU0952YAA83 BRAZIL LOAN TRUST 1 MARABZ 5.477 07/24/23 Brazil Regional Authority 1.0 XS1877938404 REPUBLIC OF ALBANIA ALBANI 3 1/2 10/09/25 Albania Sovereign 1.0 XS2259210677 ONTARIO TEACHERS' FINANC ONTTFT 0.05 11/25/30 Canada Financial 1.0 US04625HAG48 ASTON MARTIN CAPITAL HOL ASTONM 10 1/2 11/30/25 Jersey Consumer, Cyclical 1.0 US38016LAA35 GO DADDY OPCO/FINCO GDDY 5 1/4 12/01/27 USA Communications 1.0 US91087BAK61 UNITED MEXICAN STATES MEX 4 3/4 04/27/32 Mexico Sovereign 1.0 US50190EAA29 LCM INVESTMENTS HOLDINGS MAGLLC 4 7/8 05/01/29 USA Consumer, Cyclical 1.0 XS1597325767 DOMINICAN REPUBLIC BON DRGB 12 03/05/32 Dominican Republic Sovereign 1.0 US253657AA82 DIEBOLD NIXDORF INC DBD 9 3/8 07/15/25 USA Technology 1.0 XS2333694623 REPUBLIC OF KAZAKHSTAN KAZAKS 0 08/20/21 Kazakhstan Sovereign 1.0 US019579AA90 ATLAS LUXCO 4 / ALL UNI UNSEAM 4 5/8 06/01/28 USA Consumer, Non-cyclical 1.0 US389375AL09 GRAY TELEVISION INC GTN 4 3/4 10/15/30 USA Communications 1.0 US767754CK89 RITE AID CORP RAD 7 1/2 07/01/25 USA Consumer, Cyclical 1.0 USL6388GAB60 MILLICOM INTL CELLULAR TIGO 5 1/8 01/15/28 Colombia Communications 1.0 US71567RAK23 PERUSAHAAN PENERBIT SBSN INDOIS 4.4 03/01/28 Indonesia Sovereign 1.0 MYBML1600014 MALAYSIA GOVERNMENT MGS 3.8 08/17/23 Malaysia Sovereign 1.0 XS1405770907 ENBW ENBW 3 3/8 04/05/77 Germany Utilities 1.0 US50064FAN42 REPUBLIC OF KOREA KOREA 3 7/8 09/20/48 South Korea Sovereign 1.0 US26885BAF76 EQM MIDSTREAM PARTNERS L EQM 6 07/01/25 USA Energy 1.0 US451102BT32 ICAHN ENTERPRISES/FIN IEP 6 1/4 05/15/26 USA Financial 1.0 US12429TAD63 MAUSER PACKAGING SOLUT BWY 5 1/2 04/15/24 USA Industrial 1.0 XS2055744689 EUROFIMA EUROF 0.15 10/10/34 Multinational Supranational Bank 1.0 US93710WAA36 WASH MULTIFAM ACQ INC WASMUL 5 3/4 04/15/26 USA Consumer, Cyclical 1.0 US337932AJ65 FIRSTENERGY CORP FE 4.85 07/15/47 USA Utilities 1.0 XS2036798150 IQVIA INC IQV 2 1/4 01/15/28 USA Consumer, Non-cyclical 1.0 XS1902171591 UKRAINE GOVERNMENT UKRAIN 8.994 02/01/24 Ukraine Sovereign 1.0 US87927VAM00 TELECOM ITALIA CAPITAL TITIM 6 09/30/34 Italy Communications 1.0 US92535WAA80 VERSCEND ESCROW CORP VCVHHO 9 3/4 08/15/26 USA Consumer, Non-cyclical 1.0 USP6777MAB83 MINERA MEXICO SA DE CV SCCOMX 4 1/2 01/26/50 Mexico Basic Materials 1.0 US91705JAC99 URBAN ONE INC UONE 7 3/8 02/01/28 USA Communications 1.0 US381013AA98 GOLDEN ENTERTAINMENT INC GDEN 7 5/8 04/15/26 USA Consumer, Cyclical 1.0 US85172FAS83 ONEMAIN FINANCE CORP OMF 8 7/8 06/01/25 USA Financial 1.0 US247361ZZ42 DELTA AIR LINES INC DAL 7 3/8 01/15/26 USA Consumer, Cyclical 1.0 US35906ABG22 FRONTIER COMMUNICATIONS FYBR 6 3/4 05/01/29 USA Communications 1.0 US45174HBD89 IHEARTCOMMUNICATIONS INC IHRT 8 3/8 05/01/27 USA Communications 1.0 US14180LAA44 CARGO AIRCRAFT MANAGEMEN ATSG 4 3/4 02/01/28 USA Industrial 1.0 US00164VAF04 AMC NETWORKS INC AMCX 4 1/4 02/15/29 USA Communications 1.0 CH0379268748 RUSSIAN RAIL(RZD CAP) RURAIL 2.1 10/02/23 Russia Industrial 1.0 US26885BAH33 EQM MIDSTREAM PARTNERS L EQM 6 1/2 07/01/27 USA Energy 1.0 XS1917569243 SENAAT SUKUK LIMITED GENHLD 4.76 12/05/25 UAE Financial 1.0 US88023UAH41 TEMPUR SEALY INTL INC TPX 4 04/15/29 USA Consumer, Cyclical 1.0 XS1514045886 LUKOIL INTL FINANCE BV LUKOIL 4 3/4 11/02/26 Russia Energy 1.0 XS1953055875 ARAB REPUBLIC OF EGYPT EGYPT 6.2004 03/01/24 Egypt Sovereign 1.0 USP56226AQ94 INSTITUTO COSTARRICENSE COSICE 6 3/8 05/15/43 Costa Rica Utilities 1.0 USP2253TJP59 CEMEX SAB DE CV CEMEX 7 3/8 06/05/27 Mexico Industrial 1.0 USP22008AA72 CELEO REDES OPERACION CL CELEO 5.2 06/22/47 Chile Utilities 1.0 US893647BN66 TRANSDIGM INC TDG 4 7/8 05/01/29 USA Industrial 1.0 US71567RAH93 PERUSAHAAN PENERBIT SBSN INDOIS 4.15 03/29/27 Indonesia Sovereign 1.0 US69318FAJ75 PBF HOLDING CO LLC PBFENE 6 02/15/28 USA Energy 1.0 US698299AK07 REPUBLIC OF PANAMA PANAMA 9 3/8 04/01/29 Panama Sovereign 1.0 USP37110AN62 EMPRESA NACIONAL DEL PET ENAPCL 5 1/4 11/06/29 Chile Energy 1.0 US20338QAB95 COMMSCOPE INC COMM 5 1/2 03/01/24 USA Communications 1.0 XS2225157424 VODAFONE GROUP PLC VOD 2 5/8 08/27/80 England Communications 1.0 US88033GCX60 TENET HEALTHCARE CORP THC 6 1/4 02/01/27 USA Consumer, Non-cyclical 1.0 TRT110827T16 TURKEY GOVERNMENT BOND TURKGB 10 1/2 08/11/27 Turkey Sovereign 1.0 XS2317279573 YANLORD LAND HK CO LTD YLLGSP 5 1/8 05/20/26 China Financial 1.0 US105756CA66 FED REPUBLIC OF BRAZIL BRAZIL 4 1/2 05/30/29 Brazil Sovereign 1.0 XS2228214362 ASSURA FIN PLC AGRFIN 1 1/2 09/15/30 England Financial 1.0 US26884LAG41 EQT CORP EQT 7 02/01/30 USA Energy 1.0 US63861CAC38 NATIONSTAR MTG HLD INC NSM 5 1/2 08/15/28 USA Financial 0.9 US29260FAE07 ENDEAVOR ENERGY RESOURCE ENDENR 5 3/4 01/30/28 USA Energy 0.9 US431318AS36 HILCORP ENERGY I/HILCORP HILCRP 6 1/4 11/01/28 USA Energy 0.9 US896366AA98 TRINIDAD PETROLEUM HOLDI TPHLTT 9 3/4 06/15/26 Trinidad & Tobago Energy 0.9 XS1980065301 ARAB REPUBLIC OF EGYPT EGYPT 4 3/4 04/11/25 Egypt Sovereign 0.9 US168863DL94 REPUBLIC OF CHILE CHILE 3 1/2 01/25/50 Chile Sovereign 0.9 US983133AB53 WYNN RESORTS FINANCE LLC WYNFIN 7 3/4 04/15/25 USA Consumer, Cyclical 0.9 XS1056386714 REPUBLIC OF ZAMBIA ZAMBIN 8 1/2 04/14/24 Zambia Sovereign 0.9 US608328BF64 MOHEGAN GAMING & ENT MOHEGN 7 7/8 10/15/24 USA Consumer, Cyclical 0.9 US893647BM83 TRANSDIGM INC TDG 4 5/8 01/15/29 USA Industrial 0.9 US195325AQ89 REPUBLIC OF COLOMBIA COLOM 11.85 03/09/28 Colombia Sovereign 0.9 US071734AM99 BAUSCH HEALTH COS INC BHCCN 5 02/15/29 USA Consumer, Non-cyclical 0.9 XS2115190295 Q-PARK HOLDING BV QPARKH Float 03/01/26 Netherlands Consumer, Non-cyclical 0.9 US75281ABG31 RANGE RESOURCES CORP RRC 9 1/4 02/01/26 USA Energy 0.9 US03690AAD81 ANTERO MIDSTREAM PART/FI AM 5 3/4 03/01/27 USA Energy 0.9 XS1713473608 GTLK EUROPE CAPITAL DAC GTLKOA 5.95 04/17/25 Russia Financial 0.9 XS1846665534 ENERGIZER GAMMA ACQ BV ENR 4 5/8 07/15/26 USA Industrial 0.9 US900123AW05 REPUBLIC OF TURKEY TURKEY 7 3/8 02/05/25 Turkey Sovereign 0.9

Page 14 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1691350455 RUSHYDRO (RUSHYDRO CAP) HYDRRM 8 1/8 09/28/22 Russia Utilities 0.9 XS2205083749 AVANTOR FUNDING INC AVTR 3 7/8 07/15/28 USA Consumer, Non-cyclical 0.9 US03217CAA45 AMS AG AMSSW 7 07/31/25 Austria Technology 0.9 USP56236AB16 INRETAIL CONSUMER INRCON 3 1/4 03/22/28 Peru Consumer, Cyclical 0.9 USG8450LAJ38 STATE GRID OVERSEAS INV CHGRID 3 1/2 05/04/27 China Utilities 0.9 US750236AW16 RADIAN GROUP INC RDN 4 7/8 03/15/27 USA Financial 0.9 USP5015VAF33 REPUBLIC OF GUATEMALA GUATEM 4 1/2 05/03/26 Guatemala Sovereign 0.9 US501797AW48 L BRANDS INC LB 6 5/8 10/01/30 USA Consumer, Cyclical 0.9 XS2110799751 ALTICE FRANCE SA SFRFP 2 1/8 02/15/25 France Communications 0.9 XS2247623643 GETLINK SE GETFP 3 1/2 10/30/25 France Industrial 0.9 TRT240227T17 TURKEY GOVERNMENT BOND TURKGB 11 02/24/27 Turkey Sovereign 0.9 XS1566179039 REPUBLIC OF NIGERIA NGERIA 7 7/8 02/16/32 Nigeria Sovereign 0.9 XS1843435840 REPUBLIC OF KENYA KENINT 7 05/22/27 Kenya Sovereign 0.9 US18539UAC99 CLEARWAY ENERGY OP LLC CWENA 4 3/4 03/15/28 USA Utilities 0.9 USP80557BV53 REPUBLICA ORIENT URUGUAY URUGUA 8 1/2 03/15/28 Uruguay Sovereign 0.9 XS1433314314 PROVINCIA DE BUENOS AIRE BUENOS 7 7/8 06/15/27 Argentina Regional Authority 0.9 US683715AC05 OPEN TEXT CORP OTEXCN 3 7/8 02/15/28 Canada Technology 0.9 XS2021472084 TVL FINANCE PLC TRAVEL Float 07/15/25 England Consumer, Cyclical 0.9 XS1989705063 RONGSHI INTERNATIONAL FI SDIC 3 3/4 05/21/29 China Financial 0.9 USP55409AA77 INDUSTRIAS PENOLES SAB D PENOMX 4.15 09/12/29 Mexico Basic Materials 0.9 US69331CAH16 PG&E CORP PCG 5 07/01/28 USA Utilities 0.9 USN4297BBC74 KONINKLIJKE KPN NV KPN 7 03/28/73 Netherlands Communications 0.9 IDG000013707 INDONESIA GOVERNMENT INDOGB 6 1/2 06/15/25 Indonesia Sovereign 0.9 CH0593893933 FONPLATA FNPLAT 0.556 09/03/26 Multinational Supranational Bank 0.9 US88032XBC74 TENCENT HOLDINGS LTD TENCNT 3.84 04/22/51 China Communications 0.9 US195325DQ52 REPUBLIC OF COLOMBIA COLOM 5.2 05/15/49 Colombia Sovereign 0.9 US904678AS85 UNICREDIT SPA UCGIM 5.459 06/30/35 Italy Financial 0.9 TH0623038C04 THAILAND GOVERNMENT BOND THAIGB 2 7/8 12/17/28 Thailand Sovereign 0.9 USP5015VAG16 REPUBLIC OF GUATEMALA GUATEM 4 3/8 06/05/27 Guatemala Sovereign 0.9 XS1843433472 UKRAINE RAIL (RAIL CAPL) RAILUA 8 1/4 07/09/24 Ukraine Industrial 0.9 USY2056PAA40 DEVT BANK OF MONGOLIA DBMMN 7 1/4 10/23/23 Mongolia Financial 0.9 US45174HBC07 IHEARTCOMMUNICATIONS INC IHRT 6 3/8 05/01/26 USA Communications 0.9 US103304BV23 BOYD GAMING CORP BYD 4 3/4 06/15/31 USA Consumer, Cyclical 0.9 US195325DP79 REPUBLIC OF COLOMBIA COLOM 4 1/2 03/15/29 Colombia Sovereign 0.9 US69073TAT07 OWENS-BROCKWAY OI 6 5/8 05/13/27 USA Industrial 0.9 USN8370TAA45 SURA ASSET MANAGEMENT SUAMSA 4 7/8 04/17/24 Colombia Financial 0.9 USP0092AAC38 AEROPUERTO INTL TOCUMEN AITOCU 5 5/8 05/18/36 Panama Industrial 0.9 US29279XAA81 ENDURE DIGITAL INC EIGI 6 02/15/29 USA Communications 0.9 XS2189565992 UPL CORP LTD UPLLIN 4 5/8 06/16/30 India Basic Materials 0.9 XS1969593356 SHARJAH SUKUK PROGRAM SHARSK 3.854 04/03/26 UAE Sovereign 0.9 US69344BAA35 PGT INNOVATIONS INC PGTI 6 3/4 08/01/26 USA Industrial 0.9 US55760LAB36 MADISON IAQ LLC MADIAQ 5 7/8 06/30/29 USA Industrial 0.9 USP40689AB04 FIDEICOMISO PA PACIFICO PACTRE 7 01/15/35 Colombia Industrial 0.9 US171484AG30 CHURCHILL DOWNS INC CHDN 5 1/2 04/01/27 USA Consumer, Cyclical 0.9 US88032XBB91 TENCENT HOLDINGS LTD TENCNT 3.68 04/22/41 China Communications 0.9 XS0308427581 DP WORLD PLC DPWDU 6.85 07/02/37 UAE Consumer, Non-cyclical 0.9 US958667AC17 WESTERN MIDSTREAM OPERAT WES 4.05 02/01/30 USA Energy 0.9 XS1574787294 RUSSIAN RAIL(RZD CAP) RURAIL 8.99 03/03/24 Russia Industrial 0.9 USP3699PGH49 COSTA RICA GOVERNMENT COSTAR 7 04/04/44 Costa Rica Sovereign 0.9 XS0471464023 REPUBLIC OF SEYCHELLES SEYCHE 8 01/01/26 Seychellerne Sovereign 0.9 USP37878AB43 BOLIVIA GOVERNMENT BOLIVI 5.95 08/22/23 Bolivia Sovereign 0.9 XS1589748356 INDONESIA EXIMBANK BEIAIJ 3 7/8 04/06/24 Indonesia Export/Import Bank 0.9 USP37466AR35 EMPRESA DE TRANSPORTE ME BMETR 3.65 05/07/30 Chile Industrial 0.9 XS2274511497 ORYX FUNDING LTD OMGRID 5.8 02/03/31 Oman Utilities 0.9 USP1400MAA64 BANCO MERCANTIL DE NORTE BANORT 6 3/4 PERP Mexico Financial 0.9 US279158AJ82 ECOPETROL SA ECOPET 5 7/8 05/28/45 Colombia Energy 0.9 XS1777972511 REPUBLIC OF NIGERIA NGERIA 7.143 02/23/30 Nigeria Sovereign 0.9 USL00849AA47 ADECOAGRO SA AGRO 6 09/21/27 Brazil Consumer, Non-cyclical 0.9 US90353TAE01 UBER TECHNOLOGIES INC UBER 7 1/2 09/15/27 USA Communications 0.9 US74166MAE66 PRIME SECSRVC BRW/FINANC PRSESE 6 1/4 01/15/28 USA Consumer, Non-cyclical 0.9 XS0958072240 ESKOM HOLDINGS SOC LTD ESKOM 6 3/4 08/06/23 South Africa Utilities 0.9 US900123CV04 REPUBLIC OF TURKEY TURKEY 6.35 08/10/24 Turkey Sovereign 0.9 USY6142NAC21 MONGOLIA INTL BOND MONGOL 5 1/8 04/07/26 Mongolia Sovereign 0.9 XS1641477119 REC LTD RECLIN 3 7/8 07/07/27 India Financial 0.9 US18453HAD89 CLEAR CHANNEL OUTDOOR HO CCO 7 1/2 06/01/29 USA Communications 0.9 USP93077AC28 TRANSPRTDRA DE GAS INTL TRAGSA 5.55 11/01/28 Colombia Energy 0.9 US69145LAA26 OXFORD FIN LLC/CO-ISS II OXDFLL 6 3/8 12/15/22 USA Financial 0.9 USP29853AA99 COMETA ENERGIA SA COMENG 6 3/8 04/24/35 Mexico Utilities 0.9 US549463AE75 NOKIA OF AMERICA CORP ALUFP 6.45 03/15/29 USA Communications 0.9 US632347AC40 NATHAN'S FAMOUS INC NATH 6 5/8 11/01/25 USA Consumer, Non-cyclical 0.9 XS2249778247 GTLK EUROPE CAPITAL DAC GTLKOA 4.8 02/26/28 Russia Financial 0.9 US674599ED34 OCCIDENTAL PETROLEUM COR OXY 6 5/8 09/01/30 USA Energy 0.9 US68245XAJ81 1011778 BC / NEW RED FIN BCULC 4 3/8 01/15/28 Canada Consumer, Cyclical 0.9 US626717AM42 MURPHY OIL CORP MUR 5 7/8 12/01/27 USA Energy 0.9 US780153BC56 ROYAL CARIBBEAN CRUISES RCL 9 1/8 06/15/23 USA Consumer, Cyclical 0.9 XS2027393938 KONDOR FINANCE PLC (NAK) NAFTO 7 3/8 07/19/22 Ukraine Energy 0.9 US92840VAB80 VISTRA CORP VST 5 5/8 02/15/27 USA Utilities 0.9 USV04008AA29 AZURE POWER SOLAR ENERGY AZUPOE 5.65 12/24/24 India Energy 0.9 US03674XAQ97 ANTERO RESOURCES CORP AR 7 5/8 02/01/29 USA Energy 0.9 US13323AAB61 CAMELOT FINANCE SA CCC 4 1/2 11/01/26 USA Technology 0.9 US73179PAM86 AVIENT CORP AVNT 5 3/4 05/15/25 USA Consumer, Cyclical 0.9 USL3500LAA72 FEL ENERGY VI SARL TIEMOD 5 3/4 12/01/40 Mexico Utilities 0.9 FR0013523891 CCR RE SA CCRRE 2 7/8 07/15/40 France Financial 0.9 US64083YAA91 NESCO HOLDINGS II INC NSCO 5 1/2 04/15/29 USA Consumer, Non-cyclical 0.9 XS1989704843 RONGSHI INTERNATIONAL FI SDIC 3 1/4 05/21/24 China Financial 0.9 XS1003373047 M&G PLC MGNLN 6.34 12/19/63 England Financial 0.9 US01883LAA17 ALLIANT HOLD / CO-ISSUER ALIANT 6 3/4 10/15/27 USA Financial 0.9 US87264ABV61 T-MOBILE USA INC TMUS 3 3/8 04/15/29 USA Communications 0.9 NO0010868433 CRAYON GROUP HOLDING ASA CRAYON Float 11/21/22 Norway Technology 0.9 US05968AAG13 BANCO DEL ESTADO -CHILE BANCO 2.704 01/09/25 Chile Financial 0.9 US71677KAA60 PETSMART INC/PETSMART FI PETM 4 3/4 02/15/28 USA Consumer, Cyclical 0.9 US78433BAB45 SCIH SALT HOLDINGS INC USSALT 6 5/8 05/01/29 USA Basic Materials 0.9 US550241AA19 LUMEN TECHNOLOGIES INC LUMN 5 3/8 06/15/29 USA Communications 0.9 US893647BK28 TRANSDIGM INC TDG 8 12/15/25 USA Industrial 0.9 US364760AM04 GAP INC/THE GPS 8 5/8 05/15/25 USA Consumer, Cyclical 0.9 US428102AC14 HESS MIDSTREAM OPERATION HESM 5 5/8 02/15/26 USA Energy 0.9

Page 15 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US53219LAT61 LEGACY LIFEPOINT HEALTH RGCARE 6 3/4 04/15/25 USA Consumer, Non-cyclical 0.9 US226373AR90 CRESTWOOD MID PARTNER LP CMLP 6 02/01/29 USA Energy 0.9 US683720AA42 OPEN TEXT HOLDINGS INC OTEXCN 4 1/8 02/15/30 Canada Technology 0.9 XS1577964536 OMGRID FUNDING LTD OMGRID 5.196 05/16/27 Oman Utilities 0.9 XS1303921487 UKRAINE GOVERNMENT UKRAIN 7 3/4 09/01/23 Ukraine Sovereign 0.9 XS0997544860 GAZPROM NEFT (GPN CAPITA SIBNEF 6 11/27/23 Russia Energy 0.9 US713448EP96 PEPSICO INC PEP 2 7/8 10/15/49 USA Consumer, Non-cyclical 0.9 USP3143NBE33 CODELCO INC CDEL 3 09/30/29 Chile Basic Materials 0.9 XS1752568144 PHOSAGRO(PHOS BOND FUND) PHORRU 3.949 04/24/23 Russia Basic Materials 0.9 XS2049810356 BARCLAYS PLC BACR 6 3/8 PERP England Financial 0.9 USP01014AA03 AEGEA FINANCE SARL AEGEBZ 5 3/4 10/10/24 Brazil Utilities 0.9 US12543DBH26 CHS/COMMUNITY HEALTH SYS CYH 6 01/15/29 USA Consumer, Non-cyclical 0.9 US48128TAA07 JPW INDUSTRIES HOLD CORP JPWIND 9 10/01/24 USA Industrial 0.9 US88032XBA19 TENCENT HOLDINGS LTD TENCNT 2.88 04/22/31 China Communications 0.9 US103304BU40 BOYD GAMING CORP BYD 4 3/4 12/01/27 USA Consumer, Cyclical 0.9 US651229AX48 NEWELL BRANDS INC NWL 5 3/8 04/01/36 USA Consumer, Cyclical 0.9 US59567LAA26 MIDCAP FINANCIAL ISSR TR MIDCAP 6 1/2 05/01/28 USA Financial 0.9 US674599DB86 OCCIDENTAL PETROLEUM COR OXY 6.95 07/01/24 USA Energy 0.9 XS0860582435 DEVELOPMENT BANK OF KAZA DBKAZ 4 1/8 12/10/22 Kazakhstan Financial 0.9 XS1853999313 AB IGNITIS GRUPE LIEENE 1 7/8 07/10/28 Lithuania Utilities 0.9 XS1814962582 TURK IHRACAT KR BK EXCRTU 6 1/8 05/03/24 Turkey Export/Import Bank 0.9 US71654QDE98 PETROLEOS MEXICANOS PEMEX 5.95 01/28/31 Mexico Energy 0.9 XS2325559396 SCF CAPITAL LTD SCFRU 3.85 04/26/28 Russia Industrial 0.9 US588056BA87 MERCER INTL INC MERC 5 1/8 02/01/29 Germany Basic Materials 0.9 XS1492656787 AXALTA COATING AXTA 3 3/4 01/15/25 USA Basic Materials 0.9 US013822AC54 ALCOA NEDERLAND HOLDING AA 6 1/8 05/15/28 USA Basic Materials 0.9 XS0905659230 HONDURAS GOVERNMENT HONDUR 7 1/2 03/15/24 Honduras Sovereign 0.9 XS2122408854 DBS GROUP HOLDINGS LTD DBSSP 3.3 PERP Singapore Financial 0.9 US71567RAN61 PERUSAHAAN PENERBIT SBSN INDOIS 2.3 06/23/25 Indonesia Sovereign 0.9 US50077LBF22 KRAFT HEINZ FOODS CO KHC 4 1/4 03/01/31 USA Consumer, Non-cyclical 0.9 US36257BAA70 GARDA WORLD SECURITY COR GWCN 9 1/2 11/01/27 Canada Consumer, Non-cyclical 0.9 XS1805357487 BEIJING ENTERPRISES WATE BJEHF 4.95 05/02/23 China Utilities 0.9 XS1801786275 COTY INC COTY 4 04/15/23 USA Consumer, Non-cyclical 0.9 US90290MAC55 US FOODS INC USFOOD 6 1/4 04/15/25 USA Consumer, Non-cyclical 0.9 USP9400VAA90 TRINIDAD GEN UNLTD TRNGEN 5 1/4 11/04/27 Trinidad & Tobago Utilities 0.9 US23166MAA18 CUSHMAN & WAKEFIELD US CWK 6 3/4 05/15/28 USA Financial 0.9 XS2325748106 REPUBLIC OF GHANA GHANA 7 3/4 04/07/29 Ghana Sovereign 0.9 USY3004WAC65 GMR HYDERABAD INTERNATIO GMRLIN 4 3/4 02/02/26 India Industrial 0.9 XS2343007170 AFRICAN EXPORT-IMPORT BA AFREXI 3.798 05/17/31 Multinational Supranational Bank 0.9 XS2067187810 SHARJAH SUKUK PROGRAM SHARSK 3.234 10/23/29 UAE Sovereign 0.9 US05968LAM46 BANCOLOMBIA SA BCOLO 3 01/29/25 Colombia Financial 0.9 US836205AX27 REPUBLIC OF SOUTH AFRICA SOAF 5.65 09/27/47 South Africa Sovereign 0.9 US73939VAA26 POWERTEAM SERVICES LLC POWBUY 9.033 12/04/25 USA Industrial 0.9 USP06518AG23 COMMONWEALTH OF BAHAMAS BAHAMA 6 11/21/28 Bahamas Sovereign 0.9 XS2247703163 CN HUANENG GP HK TREASUR HUANEN 2.7 01/20/31 China Utilities 0.9 US13123XAT90 CALLON PETROLEUM CO CPE 6 1/8 10/01/24 USA Energy 0.9 US404121AJ49 HCA INC HCA 5 5/8 09/01/28 USA Consumer, Non-cyclical 0.9 US88146LAA17 TERRIER MEDIA BUYER INC TERMED 8 7/8 12/15/27 USA Communications 0.9 XS1968714540 REPUBLIC OF GHANA GHANA 8 1/8 03/26/32 Ghana Sovereign 0.9 US428104AA14 HESS MIDSTREAM OPERATION HESM 5 1/8 06/15/28 USA Energy 0.9 US37255LAA52 ENACT HOLDINGS INC GNW 6 1/2 08/15/25 USA Financial 0.9 USY7280PAA13 10 RENEW POWER SUBSIDIAR RPVIN 4 1/2 07/14/28 India Utilities 0.9 US383909AG38 WR GRACE & CO-CONN GRA 4 7/8 06/15/27 USA Basic Materials 0.9 US26963PAA21 EAGLE INT GLO/RUYI US FI EAGRUY 7 1/2 05/01/25 China Consumer, Cyclical 0.9 US98421MAA45 XEROX HOLDINGS CORP XRX 5 08/15/25 USA Technology 0.9 US053499AL36 AVAYA INC AVYA 6 1/8 09/15/28 USA Communications 0.9 US87901JAH86 TEGNA INC TGNA 5 09/15/29 USA Communications 0.9 USP3579ECJ49 DOMINICAN REPUBLIC DOMREP 5.3 01/21/41 Dominican Republic Sovereign 0.9 US92840JAA79 VISTAJET MALTA/XO MGMT VSTJET 10 1/2 06/01/24 Switzerland Financial 0.9 US36485MAL37 GARDA WORLD SECURITY GWCN 6 06/01/29 Canada Consumer, Non-cyclical 0.9 ROJEC97WMUQ4 ROMANIA GOVERNMENT BOND ROMGB 4 10/25/23 Romania Sovereign 0.9 US893830BQ11 TRANSOCEAN INC RIG 11 1/2 01/30/27 USA Energy 0.9 BRSTNCNTF204 NOTA DO TESOURO NACIONAL BNTNF 10 01/01/31 Brazil Sovereign 0.9 US98421MAB28 XEROX HOLDINGS CORP XRX 5 1/2 08/15/28 USA Technology 0.9 XS2343006958 AFRICAN EXPORT-IMPORT BA AFREXI 2.634 05/17/26 Multinational Supranational Bank 0.9 US71654QCL41 PETROLEOS MEXICANOS PEMEX 6.35 02/12/48 Mexico Energy 0.9 XS1645684660 CHINA GRT WALL INTL III GRWALL 3 1/8 08/31/22 China Financial 0.9 US91740PAF53 USA COM PART/USA COM FIN USAC 6 7/8 09/01/27 USA Energy 0.9 USP3717BAA46 ENA MASTER TRUST ENAPAN 4 05/19/48 Panama Industrial 0.9 XS2338173680 ABU DHABI PORTS CO PJSC ABDPOC 2 1/2 05/06/31 UAE Consumer, Non-cyclical 0.9 US219868CD67 CORP ANDINA DE FOMENTO CAF 1 5/8 09/23/25 Multinational Supranational Bank 0.9 US85172FAQ28 ONEMAIN FINANCE CORP OMF 6 5/8 01/15/28 USA Financial 0.9 USP01012CC84 REPUBLIC OF EL SALVADOR ELSALV 9 1/2 07/15/52 El Salvador Sovereign 0.9 USG2519YAA67 CREDICORP LTD BAP 2 3/4 06/17/25 Peru Financial 0.9 USG82016AS83 SINOPEC GRP DEV 2018 SINOPE 2.3 01/08/31 China Energy 0.9 XS2348420303 ECOBANK TRANSNATIONAL ETINL 8 3/4 06/17/31 Togo Financial 0.9 XS1682544157 KAZTRANSGAS JSC KZTGKZ 4 3/8 09/26/27 Kazakhstan Energy 0.9 US603051AA15 MINERAL RESOURCES LTD MINAU 8 1/8 05/01/27 Australia Basic Materials 0.9 XS2247703080 CN HUANENG GP HK TREASUR HUANEN 1.6 01/20/26 China Utilities 0.9 XS2198574209 HANNOVER RE HANRUE 1 3/4 10/08/40 Germany Financial 0.9 US893830BL24 TRANSOCEAN INC RIG 8 02/01/27 USA Energy 0.9 XS2230739059 CPUK FINANCE LTD CPKLN 6 1/2 08/28/26 England Consumer, Cyclical 0.9 XS1460660035 CDBI TREASURE I LTD CDBI 2 1/4 08/02/21 China Financial 0.9 US095796AH17 BLUE RACER MID LLC/FINAN BLURAC 7 5/8 12/15/25 USA Energy 0.9 XS1680281133 KRONOS INTERNATIONAL INC KRO 3 3/4 09/15/25 USA Basic Materials 0.9 FR0013535150 ICADE SANTE SAS ICADFP 1 3/8 09/17/30 France Financial 0.9 USG82016AR01 SINOPEC GRP DEV 2018 SINOPE 1.45 01/08/26 China Energy 0.9 XS2274089288 TC ZIRAAT BANKASI AS TCZIRA 5 3/8 03/02/26 Turkey Financial 0.9 XS2348591707 PAKISTAN WATER & POWER PAKWNP 7 1/2 06/04/31 Pakistan Sovereign Agency 0.9 XS1744744191 NORTH MACEDONIA MACEDO 2 3/4 01/18/25 North Macedonia Sovereign 0.9 BRSTNCNTB0A6 NOTA DO TESOURO NACIONAL BNTNB 6 05/15/45 Brazil Sovereign 0.9 XS2314639761 BANK MANDIRI PT BMRIIJ 2 04/19/26 Indonesia Financial 0.9 USP92649AA39 TRANSJAMAICAN HIGHWAY TRAJAM 5 3/4 10/10/36 Jamaica Consumer, Non-cyclical 0.9 US92564RAA32 VICI PROPERTIES / NOTE VICI 4 1/4 12/01/26 USA Financial 0.9 US698299BN37 REPUBLIC OF PANAMA PANAMA 2.252 09/29/32 Panama Sovereign 0.8 XS0253493349 CRC BREEZE FINANCE CBREEZ 5.29 05/08/26 Luxembourg Utilities 0.8

Page 16 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR USP3579ECD78 DOMINICAN REPUBLIC DOMREP 9 3/4 06/05/26 Dominican Republic Sovereign 0.8 US14852LAA17 CASTLE US HOLDING CORP CISN 9 1/2 02/15/28 USA Technology 0.8 MX0SGO000023 MEXICAN UDIBONOS MUDI 4 1/2 11/22/35 Mexico Sovereign 0.8 XS2242171291 NATIONAL CENTRAL COOLING TABRED 2 1/2 10/21/27 UAE Utilities 0.8 XS2264055182 AIRPORT AUTHORITY HK HKAA 2.4 PERP Hong Kong Sovereign Agency 0.8 US16411QAD34 CHENIERE ENERGY PARTNERS CQP 5 5/8 10/01/26 USA Energy 0.8 USV2335LAA99 CLIFFTON LTD CLFTON 6 1/4 10/25/25 India Industrial 0.8 XS2357422760 MIRAE ASSET SECURITIES DAESEC 1 3/8 07/07/24 South Korea Financial 0.8 XS2354781614 REPUBLIC OF KENYA KENINT 6.3 01/23/34 Kenya Sovereign 0.8 XS1953057061 ARAB REPUBLIC OF EGYPT EGYPT 7.6003 03/01/29 Egypt Sovereign 0.8 XS2358712896 SHARJAH SUKUK PROGRAM SHARSK 3.2 07/13/31 UAE Sovereign 0.8 US62886HAY71 NCL CORPORATION LTD NCLH 10 1/4 02/01/26 USA Consumer, Cyclical 0.8 US900123CK49 REPUBLIC OF TURKEY TURKEY 4 7/8 10/09/26 Turkey Sovereign 0.8 XS2319950130 SPA HOLDINGS 3 AHLMUN 3 5/8 02/04/28 Finland Basic Materials 0.8 USG83113AC73 SPARC EM SPC PANAMA METR PANAMT 0 12/05/22 Panama Financial 0.8 XS2247550077 RONGSHI INTERNATIONAL FI SDIC 1 1/2 11/05/25 China Financial 0.8 XS2106835262 DEVELOPMENT BANK OF KAZA DBKAZ 10 3/4 02/12/25 Kazakhstan Financial 0.8 US71647NBJ72 PETROBRAS GLOBAL FINANCE PETBRA 5 1/2 06/10/51 Brazil Energy 0.8 XS2256949749 ABERTIS FINANCE BV ABESM 3.248 PERP Spain Industrial 0.8 XS2295690742 BRUNELLO BIDCO SPA TITANL 3 1/2 02/15/28 Italy Technology 0.8 HU0000403118 HUNGARY GOVERNMENT BOND HGB 3 10/27/27 Hungary Sovereign 0.8 XS2234567233 VOLKSWAGEN INTL FIN NV VW 0 7/8 09/22/28 Germany Consumer, Cyclical 0.8 US900123CP36 REPUBLIC OF TURKEY TURKEY 5 1/8 02/17/28 Turkey Sovereign 0.8 US670001AC05 NOVELIS CORP HNDLIN 5 7/8 09/30/26 USA Basic Materials 0.8 US50077LAM81 KRAFT HEINZ FOODS CO KHC 5.2 07/15/45 USA Consumer, Non-cyclical 0.8 US75026JAC45 RADIATE HOLDCO / FINANCE RADIAT 4 1/2 09/15/26 USA Communications 0.8 XS2079846635 ARAB REPUBLIC OF EGYPT EGYPT 8.15 11/20/59 Egypt Sovereign 0.8 US69370RAK32 PT PERTAMINA (PERSERO) PERTIJ 1.4 02/09/26 Indonesia Energy 0.8 XS2115147287 REPUBLIC OF GHANA GHANA 8 3/4 03/11/61 Ghana Sovereign 0.8 USP8674JAE93 SIGMA ALIMENTOS SA SIGMA 4 1/8 05/02/26 Mexico Consumer, Non-cyclical 0.8 US87105NAA81 SWITCH LTD SWCH 3 3/4 09/15/28 USA Communications 0.8 USY2031QAA23 VIET NAM DEBT AND ASSET DEBTAS 1 10/10/25 Vietnam Winding-up Agency 0.8 XS1778929478 JSC GEORGIA CAPITAL GEOCAP 6 1/8 03/09/24 Georgia Financial 0.8 US63861CAD11 NATIONSTAR MTG HLD INC NSM 5 1/8 12/15/30 USA Financial 0.8 US55300RAA95 MGM CHINA HOLDINGS LTD MGMCHI 5 3/8 05/15/24 Macau Consumer, Cyclical 0.8 US195325DZ51 REPUBLIC OF COLOMBIA COLOM 3 1/4 04/22/32 Colombia Sovereign 0.8 US904678AQ20 UNICREDIT SPA UCGIM 7.296 04/02/34 Italy Financial 0.8 USP3143NBM58 CODELCO INC CDEL 3.15 01/15/51 Chile Basic Materials 0.8 XS2034069836 TRIVIUM PACKAGING FIN TRIVIU Float 08/15/26 Netherlands Industrial 0.8 US105756CE88 FED REPUBLIC OF BRAZIL BRAZIL 3 3/4 09/12/31 Brazil Sovereign 0.8 XS2247216257 CHINA DEVELOPMENT BANK SDBC 1 5/8 10/27/30 China Financial 0.8 USP1559LAA72 BANCO NACIONAL DE PANAMA BCONAL 2 1/2 08/11/30 Panama Financial 0.8 XS2010609662 SRILANKAN AIRLINES LTD SRAILT 7 06/25/24 Sri Lanka Consumer, Cyclical 0.8 XS2281303896 LOGAN GROUP CO LTD LOGPH 4 1/2 01/13/28 China Financial 0.8 USN7163RAA16 PROSUS NV PRXNA 3.68 01/21/30 China Communications 0.8 US87973RAV24 TEMASEK FINANCIAL I LTD TEMASE 2 1/4 04/06/51 Singapore Financial 0.8 XS2189356996 ARDAGH PKG FIN/HLDGS USA ARGID 2 1/8 08/15/26 USA Industrial 0.8 US1248EPCB75 CCO HLDGS LLC/CAP CORP CHTR 5 3/8 06/01/29 USA Communications 0.8 XS2357281174 NH HOTEL GROUP SA NHHSM 4 07/02/26 Spain Consumer, Cyclical 0.8 DE000A14J611 BAYER AG BAYNGR 2 3/8 04/02/75 Germany Consumer, Non-cyclical 0.8 US62957HAF29 NABORS INDUSTRIES INC NBR 5 3/4 02/01/25 USA Energy 0.8 US195325EA91 REPUBLIC OF COLOMBIA COLOM 4 1/8 02/22/42 Colombia Sovereign 0.8 US398545AA16 GRINDING MED/MOLY-COP MCGRND 7 3/8 12/15/23 USA Industrial 0.8 US12652AAA16 CAESARS RESORT / FINCO CGPHLC 5 1/4 10/15/25 USA Consumer, Cyclical 0.8 US87264ABW45 T-MOBILE USA INC TMUS 3 1/2 04/15/31 USA Communications 0.8 XS2062666602 VIRGIN MEDIA SECURED FIN VMED 4 1/4 01/15/30 England Communications 0.8 USY6142NAF51 MONGOLIA INTL BOND MONGOL 3 1/2 07/07/27 Mongolia Sovereign 0.8 US88830MAL63 TITAN INTERNATIONAL INC TWI 7 04/30/28 USA Consumer, Cyclical 0.8 US69370RAL15 PT PERTAMINA (PERSERO) PERTIJ 2.3 02/09/31 Indonesia Energy 0.8 US926400AA00 VICTORIA'S SECRET & CO VSCO 4 5/8 07/15/29 USA Consumer, Cyclical 0.8 MX95CF050047 COMISION FEDERAL DE ELEC CFELEC 7.35 11/25/25 Mexico Utilities 0.8 USY7133MAB55 PT PELABUHAN INDO II PLBIIJ 5 3/8 05/05/45 Indonesia Industrial 0.8 US26884LAH24 EQT CORP EQT 7 7/8 02/01/25 USA Energy 0.8 USP01012AN67 REPUBLIC OF EL SALVADOR ELSALV 7.65 06/15/35 El Salvador Sovereign 0.8 US845467AL33 SOUTHWESTERN ENERGY CO SWN 4.95 01/23/25 USA Energy 0.8 XS2052290439 MATTERHORN TELECOM SA MATTER 3 1/8 09/15/26 Luxembourg Communications 0.8 US19416MAB54 COLGATE ENERGY P COLGTE 5 7/8 07/01/29 USA Energy 0.8 SE0010830950 POLYGON AB POLYGN 4 02/23/23 Sweden Consumer, Non-cyclical 0.8 FR0013478252 ARKEMA AKEFP 1 1/2 PERP France Basic Materials 0.8 US20338QAA13 COMMSCOPE INC COMM 8 1/4 03/01/27 USA Communications 0.8 US74166MAC01 PRIME SECSRVC BRW/FINANC PRSESE 5 3/4 04/15/26 USA Consumer, Non-cyclical 0.8 MX95CF050088 COMISION FEDERAL DE ELEC CFELEC 8.18 12/23/27 Mexico Utilities 0.8 USP0092MAF07 AEROPUERTOS ARGENT 2000 AEROAR 6 7/8 02/01/27 Argentina Industrial 0.8 MYBMO1600034 MALAYSIA GOVERNMENT MGS 3.9 11/30/26 Malaysia Sovereign 0.8 XS2205316941 CIFI HOLDINGS GROUP CIFIHG 5.95 10/20/25 China Financial 0.8 US67091GAC78 OCI NV OCINV 5 1/4 11/01/24 Netherlands Basic Materials 0.8 US92676XAD93 VIKING CRUISES LTD VIKCRU 5 7/8 09/15/27 USA Consumer, Cyclical 0.8 US46284VAN10 IRON MOUNTAIN INC IRM 4 1/2 02/15/31 USA Financial 0.8 US75602BAA70 REAL HERO MERGER SUB 2 TRUK 6 1/4 02/01/29 USA Consumer, Cyclical 0.8 XS2231189924 VMED O2 UK FINAN VMED 4 01/31/29 England Communications 0.8 USP3579EBZ99 DOMINICAN REPUBLIC DOMREP 8.9 02/15/23 Dominican Republic Sovereign 0.8 US26885BAL45 EQM MIDSTREAM PARTNERS L EQM 4 3/4 01/15/31 USA Energy 0.8 XS1120709826 REPUBLIC OF KAZAKHSTAN KAZAKS 4 7/8 10/14/44 Kazakhstan Sovereign 0.8 US30216KAF93 EXPORT-IMPORT BK INDIA EXIMBK 2 1/4 01/13/31 India Export/Import Bank 0.8 XS1789474274 BANK MUSCAT SAOG BKMBOM 4 7/8 03/14/23 Oman Financial 0.8 US87305RAK59 TTM TECHNOLOGIES INC TTMI 4 03/01/29 USA Industrial 0.8 US896215AH37 TRIMAS CORP TRS 4 1/8 04/15/29 USA Industrial 0.8 XS1303926528 UKRAINE GOVERNMENT UKRAIN 7 3/4 09/01/26 Ukraine Sovereign 0.8 US674599CS21 OCCIDENTAL PETROLEUM COR OXY 3 1/2 08/15/29 USA Energy 0.8 US12510CAA99 CD&R SMOKEY BUYER INC RDIO 6 3/4 07/15/25 USA Consumer, Cyclical 0.8 US64110LAU08 NETFLIX INC NFLX 5 3/8 11/15/29 USA Communications 0.8 US00489LAF04 ACRISURE LLC / FIN INC ACRISU 4 1/4 02/15/29 USA Financial 0.8 US974637AC45 WINNEBAGO INDUSTRIES WGO 6 1/4 07/15/28 USA Consumer, Cyclical 0.8 US37185LAM46 GENESIS ENERGY LP/FIN GEL 8 01/15/27 USA Energy 0.8 CND1000291L3 CHINA GOVERNMENT BOND CGB 3.29 05/23/29 China Sovereign 0.8 US15135BAX91 CENTENE CORP CNC 2 1/2 03/01/31 USA Consumer, Non-cyclical 0.8

Page 17 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2077666316 OI EUROPEAN GROUP BV OI 2 7/8 02/15/25 USA Industrial 0.8 US451102CA32 ICAHN ENTERPRISES/FIN IEP 4 3/8 02/01/29 USA Financial 0.8 US718286CL96 REPUBLIC OF PHILIPPINES PHILIP 2.65 12/10/45 Philippines Sovereign 0.8 XS1503116912 MTN MAURITIUS INVSTMENTS MTNSJ 5.373 02/13/22 South Africa Communications 0.8 US91087BAN01 UNITED MEXICAN STATES MEX 3.771 05/24/61 Mexico Sovereign 0.8 US50077LBC90 KRAFT HEINZ FOODS CO KHC 3 7/8 05/15/27 USA Consumer, Non-cyclical 0.8 US829259BA72 SINCLAIR TELEVISION GROU SBGI 4 1/8 12/01/30 USA Communications 0.8 US88323AAE29 THAIOIL TRSRY CENTER TOPTB 3 1/2 10/17/49 Thailand Energy 0.8 US55303XAJ46 MGM GROWTH/MGM FINANCE MGMGPO 5 3/4 02/01/27 USA Financial 0.8 US702150AG84 PARTY CITY HOLDINGS INC PRTY 8 3/4 02/15/26 USA Consumer, Cyclical 0.8 US674599EE17 OCCIDENTAL PETROLEUM COR OXY 5 1/2 12/01/25 USA Energy 0.8 US431318AU81 HILCORP ENERGY I/HILCORP HILCRP 5 3/4 02/01/29 USA Energy 0.8 US70932MAB37 PENNYMAC FIN SVCS INC PFSI 4 1/4 02/15/29 USA Financial 0.8 XS1577965004 MHP SE MHPSA 7 3/4 05/10/24 Ukraine Consumer, Non-cyclical 0.8 XS1801788305 COTY INC COTY 4 3/4 04/15/26 USA Consumer, Non-cyclical 0.8 USP7464EAA49 PAMPA ENERGIA SA PAMPAR 7 1/2 01/24/27 Argentina Utilities 0.8 XS1076957700 CREDIT SUISSE GROUP AG CS 6 1/4 PERP Switzerland Financial 0.8 US69306RAA41 P&L DEV LLC/PLD FIN CORP PLDEVE 7 3/4 11/15/25 USA Consumer, Non-cyclical 0.8 USG52132BW96 KAISA GROUP HOLDINGS LTD KAISAG 11.95 10/22/22 China Financial 0.8 US12543DBE94 CHS/COMMUNITY HEALTH SYS CYH 6 7/8 04/01/28 USA Consumer, Non-cyclical 0.8 US44267DAD93 HOWARD HUGHES CORP HHC 5 3/8 08/01/28 USA Financial 0.8 XS1513700127 CIFI HOLDINGS GROUP CIFIHG 5 1/2 01/23/22 China Financial 0.8 US682189AQ81 ON SEMICONDUCTOR CORP ON 3 7/8 09/01/28 USA Technology 0.8 US70715XAA46 PENINSULA PACIFIC ENTERT PENIPA 8 1/2 11/15/27 USA Consumer, Cyclical 0.8 XS1568874983 PETROLEOS MEXICANOS PEMEX 3 3/4 02/21/24 Mexico Energy 0.8 XS2270577344 KINGDOM OF MOROCCO MOROC 4 12/15/50 Morocco Sovereign 0.8 US46284VAF85 IRON MOUNTAIN INC IRM 4 7/8 09/15/29 USA Financial 0.8 US674599CR48 OCCIDENTAL PETROLEUM COR OXY 3.2 08/15/26 USA Energy 0.8 US53219LAR06 REGIONALCARE/LIFEPOINT RGCARE 9 3/4 12/01/26 USA Consumer, Non-cyclical 0.8 XS2182055009 ELM FOR FIRMENICH INTERN FIRMEN 3 3/4 PERP Switzerland Basic Materials 0.8 USY8137FAH11 REPUBLIC OF SRI LANKA SRILAN 6.2 05/11/27 Sri Lanka Sovereign 0.8 US33936YAA38 FLEX ACQUISITION CO INC FLXACQ 6 7/8 01/15/25 USA Industrial 0.8 USP48864AQ80 BARBADOS GOVT OF BARBAD 6 1/2 10/01/29 Barbados Sovereign 0.8 US24229JAA16 DEALER TIRE LLC/DT ISSR DEATIR 8 02/01/28 USA Consumer, Cyclical 0.8 USY4S71YAA27 JSW HYDRO ENERGY LTD HBSPIN 4 1/8 05/18/31 India Utilities 0.8 US06738EBG98 BARCLAYS PLC BACR 8 PERP England Financial 0.8 XS2225210330 ABU DHABI GOVT INT'L ADGB 2.7 09/02/70 UAE Sovereign 0.8 US404121AH82 HCA INC HCA 5 3/8 09/01/26 USA Consumer, Non-cyclical 0.8 US045086AK16 ASHTON WOODS USA/FINANCE ASHWOO 6 5/8 01/15/28 USA Consumer, Cyclical 0.8 US432833AN19 HILTON DOMESTIC OPERATIN HLT 3 5/8 02/15/32 USA Consumer, Cyclical 0.8 XS2247557320 ZHENRO PROPERTIES GROUP ZHPRHK 5.95 11/18/21 China Financial 0.8 US12654TAA88 CNX MIDSTREAM PTR/CNX CNXMPF 6 1/2 03/15/26 USA Energy 0.8 US516806AF38 LAREDO PETROLEUM INC LPI 9 1/2 01/15/25 USA Energy 0.8 US87256YAA10 TKC HOLDINGS INC TKCHOL 10 1/2 05/15/29 USA Consumer, Cyclical 0.8 XS2314246526 STEDIN HOLDING NV STEDIN 1 1/2 PERP Netherlands Utilities 0.8 US071734AD90 BAUSCH HEALTH COS INC BHCCN 7 01/15/28 USA Consumer, Non-cyclical 0.8 US03969AAN00 ARDAGH PKG FIN/HLDGS USA ARGID 4 1/8 08/15/26 USA Industrial 0.8 US46650CAA71 JBS USA FOOD CO JBSSBZ 7 01/15/26 USA Consumer, Non-cyclical 0.8 US427169AA59 HERENS HOLDCO SARL LNZING 4 3/4 05/15/28 Luxembourg Basic Materials 0.8 XS2226973522 DUBAI GOVT INT'L BONDS DUGB 3.9 09/09/50 UAE Sovereign 0.8 US071734AJ60 BAUSCH HEALTH COS INC BHCCN 5 1/4 01/30/30 USA Consumer, Non-cyclical 0.8 US05971V2C81 BANCO DE CREDITO DEL PER BCP 3 1/8 07/01/30 Peru Financial 0.8 US89686QAB23 TRIVIUM PACKAGING FIN TRIVIU 8 1/2 08/15/27 Netherlands Industrial 0.8 IDG000010307 INDONESIA GOVERNMENT INDOGB 6 1/8 05/15/28 Indonesia Sovereign 0.8 US857691AG41 STATION CASINOS LLC RRR 4 1/2 02/15/28 USA Consumer, Cyclical 0.8 US431318AV64 HILCORP ENERGY I/HILCORP HILCRP 6 02/01/31 USA Energy 0.8 US644274AF98 NEW ENTERPRISE STONE & L NEENST 6 1/4 03/15/26 USA Industrial 0.8 DE000A2NB965 KAEFER ISOLIERTECHNIK GM KAEISO 5 1/2 01/10/24 Germany Industrial 0.8 US538034AV10 LIVE NATION ENTERTAINMEN LYV 6 1/2 05/15/27 USA Consumer, Cyclical 0.8 BRSTNCNTB3D4 NOTA DO TESOURO NACIONAL BNTNB 6 08/15/50 Brazil Sovereign 0.8 XS2133390521 VATTENFALL AB VATFAL 0.05 10/15/25 Sweden Utilities 0.8 US737446AQ74 POST HOLDINGS INC POST 4 5/8 04/15/30 USA Consumer, Non-cyclical 0.8 US23345MAA53 DT MIDSTREAM INC DTMINC 4 1/8 06/15/29 USA Energy 0.8 XS1303929894 UKRAINE GOVERNMENT UKRAIN 1.258 05/31/40 Ukraine Sovereign 0.8 US45780RAA95 INSTALLED BUILDING PRODU IBP 5 3/4 02/01/28 USA Consumer, Cyclical 0.8 US151290BV44 CEMEX SAB DE CV CEMEX 5.45 11/19/29 Mexico Industrial 0.8 US35671DCH61 FREEPORT-MCMORAN INC FCX 4 5/8 08/01/30 USA Basic Materials 0.7 US00119LAA98 AG ISSUER LLC ADVGRO 6 1/4 03/01/28 USA Financial 0.7 US674599DJ13 OCCIDENTAL PETROLEUM COR OXY 6.2 03/15/40 USA Energy 0.7 XS2056722734 METINVEST BV METINV 5 5/8 06/17/25 Ukraine Basic Materials 0.7 USP3742RAW09 EMPRESA DE LOS FERROCARR BFFCC 3.068 08/18/50 Chile Industrial 0.7 US55916AAA25 MICHAELS COS INC/THE MIK 5 1/4 05/01/28 USA Consumer, Cyclical 0.7 XS2181689659 HUNGARY REPHUN 1 3/4 06/05/35 Hungary Sovereign 0.7 US18064PAA75 CALRIV SCI HLD CORP CLVTSC 3 7/8 06/30/28 USA Technology 0.7 IL0011736571 ENERGEAN ISRAEL FINANCE ENOIGA 4 1/2 03/30/24 Israel Energy 0.7 US80007RAL96 SANDS CHINA LTD SANLTD 4 3/8 06/18/30 Macau Consumer, Cyclical 0.7 US69007TAB08 OUTFRONT MEDIA CAP LLC/C OUT 5 08/15/27 USA Communications 0.7 XS2191510713 JOLLIBEE WORLDWIDE PTE L JFCPM 4 1/8 01/24/26 Philippines Consumer, Cyclical 0.7 USP7721BAE13 PERU LNG SRL PERLNG 5 3/8 03/22/30 Peru Energy 0.7 US345397B694 FORD MOTOR CREDI F 3 5/8 06/17/31 USA Consumer, Cyclical 0.7 US55303XAK19 MGM GROWTH/MGM FINANCE MGMGPO 4 5/8 06/15/25 USA Financial 0.7 US644274AG71 NEW ENTERPRISE STONE & L NEENST 9 3/4 07/15/28 USA Industrial 0.7 XS1864522757 ESKOM HOLDINGS SOC LTD ESKOM 8.45 08/10/28 South Africa Utilities 0.7 FI4000282801 HUHTAMAKI OYJ HUHTAM 1 5/8 10/04/24 Finland Industrial 0.7 US665531AG42 NORTHERN OIL AND GAS INC NOG 8 1/8 03/01/28 USA Energy 0.7 US95076PAA12 WERNER FINCO LP/INC WNRFCO 8 3/4 07/15/25 USA Industrial 0.7 US674599DL68 OCCIDENTAL PETROLEUM COR OXY 6.6 03/15/46 USA Energy 0.7 US460599AF06 INTERNATIONAL GAME TECH IGT 4 1/8 04/15/26 USA Consumer, Cyclical 0.7 US817565CG79 SERVICE CORP INTL SCI 4 05/15/31 USA Consumer, Non-cyclical 0.7 US040114HX11 REPUBLIC OF ARGENTINA ARGENT 1 07/09/29 Argentina Sovereign 0.7 XS1843434363 TBC BANK JSC TBCBGE 5 3/4 06/19/24 Georgia Financial 0.7 XS1886478806 AEGON NV AEGON 5 5/8 PERP Netherlands Financial 0.7 US527298BR35 LEVEL 3 FINANCING INC LVLT 4 1/4 07/01/28 USA Communications 0.7 US11040GAA13 BRISTOW GROUP INC VTOL 6 7/8 03/01/28 USA Energy 0.7 US23918KAT51 DAVITA INC DVA 3 3/4 02/15/31 USA Consumer, Non-cyclical 0.7 IDG000009200 INDONESIA GOVERNMENT INDOGB 9 1/2 07/15/31 Indonesia Sovereign 0.7

Page 18 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US35906ABE73 FRONTIER COMMUNICATIONS FYBR 5 7/8 10/15/27 USA Communications 0.7 USP57908AF58 ORBIA ADVANCE CORP SAB ORBIA 5 7/8 09/17/44 Mexico Basic Materials 0.7 XS1729972015 CERAMTEC BONDCO GMBH CTCBON 5 1/4 12/15/25 Germany Basic Materials 0.7 IDG000014101 INDONESIA GOVERNMENT INDOGB 7 1/2 04/15/40 Indonesia Sovereign 0.7 US46590XAA46 JBS USA/FOOD/FINANCE JBSSBZ 6 1/2 04/15/29 USA Consumer, Non-cyclical 0.7 XS2193974701 WMG ACQUISITION CORP WMG 2 3/4 07/15/28 USA Consumer, Cyclical 0.7 US156700BC99 LUMEN TECHNOLOGIES INC LUMN 4 02/15/27 USA Communications 0.7 US552953CG49 MGM RESORTS INTL MGM 6 3/4 05/01/25 USA Consumer, Cyclical 0.7 HU0000403696 HUNGARY GOVERNMENT BOND HGB 3 08/21/30 Hungary Sovereign 0.7 US29261AAB61 ENCOMPASS HEALTH CORP EHC 4 3/4 02/01/30 USA Consumer, Non-cyclical 0.7 US644393AA81 NEW FORTRESS ENERGY INC NFE 6 3/4 09/15/25 USA Energy 0.7 XS2182404298 BANCO BILBAO VIZCAYA ARG BBVASM 0 3/4 06/04/25 Spain Financial 0.7 XS2053566068 AFRICAN EXPORT-IMPORT BA AFREXI 3.994 09/21/29 Multinational Supranational Bank 0.7 NO0010874050 MOWI ASA MOWINO Float 01/31/25 Norway Consumer, Non-cyclical 0.7 US91087BAG59 UNITED MEXICAN STATES MEX 4 1/2 01/31/50 Mexico Sovereign 0.7 US70932MAA53 PENNYMAC FIN SVCS INC PFSI 5 3/8 10/15/25 USA Financial 0.7 MYBMX0700034 MALAYSIA GOVERNMENT MGS 3.502 05/31/27 Malaysia Sovereign 0.7 XS1650033571 BANQUE OUEST AFRICAINE D BOAD 5 07/27/27 Multinational Supranational Bank 0.7 XS2198580271 WOLTERS KLUWER NV WKLNA 0 3/4 07/03/30 Netherlands Communications 0.7 US418751AE33 HAT HOLDINGS I LLC/HAT HASI 3 3/8 06/15/26 USA Financial 0.7 US00489LAA17 ACRISURE LLC / FIN INC ACRISU 7 11/15/25 USA Financial 0.7 PEP01000C5D1 BONOS DE TESORERIA PERUGB 6.35 08/12/28 Peru Sovereign 0.7 US92564RAD70 VICI PROPERTIES / NOTE VICI 3 3/4 02/15/27 USA Financial 0.7 XS2050860308 ZHENRO PROPERTIES GROUP ZHPRHK 8.7 08/03/22 China Financial 0.7 US71654QDB59 PETROLEOS MEXICANOS PEMEX 6.49 01/23/27 Mexico Energy 0.7 US59010QAB23 MERLIN ENTERTAINMENTS MERLLN 5 3/4 06/15/26 England Consumer, Cyclical 0.7 US69867DAA63 CLARIOS GLOBAL LP/US FIN POWSOL 6 1/4 05/15/26 USA Consumer, Cyclical 0.7 US70052LAC72 PARK INTERMED HOLDINGS PK 4 7/8 05/15/29 USA Financial 0.7 US90353TAF75 UBER TECHNOLOGIES INC UBER 7 1/2 05/15/25 USA Communications 0.7 XS2198191962 VERTICAL HOLDCO GMBH THYELE 6 5/8 07/15/28 Germany Industrial 0.7 US131347CQ78 CALPINE CORP CPN 5 02/01/31 USA Utilities 0.7 US50212YAD67 LPL HOLDINGS INC LPLA 4 03/15/29 USA Financial 0.7 US16411QAG64 CHENIERE ENERGY PARTNERS CQP 4 1/2 10/01/29 USA Energy 0.7 US89680EAA73 TRITON WATER HOLDINGS IN TRIWAT 6 1/4 04/01/29 USA Consumer, Non-cyclical 0.7 US527298BT90 LEVEL 3 FINANCING INC LVLT 3 3/4 07/15/29 USA Communications 0.7 USV3855GAA86 GREENKO SOLAR MAURITIUS GRNKEN 5.55 01/29/25 India Energy 0.7 US382550BL42 GOODYEAR TIRE & RUBBER GT 5 07/15/29 USA Consumer, Cyclical 0.7 XS2344474320 INTL DESIGN GROUP INTDGP Float 05/15/26 Italy Consumer, Cyclical 0.7 US983793AH33 XPO LOGISTICS INC XPO 6 1/4 05/01/25 USA Industrial 0.7 FR0014000RR2 ENGIE SA ENGIFP 1 1/2 PERP France Utilities 0.7 XS2303071992 BELLIS ACQUISITION CO PL ASSDLN 3 1/4 02/16/26 England Consumer, Non-cyclical 0.7 XS1405775450 GLOBAL PORTS FINANCE GLPRLI 6 1/2 09/22/23 Russia Consumer, Non-cyclical 0.7 US830146AB28 SIZZLING PLATT/FIN CO SIZPLT 8 1/2 11/28/25 USA Consumer, Cyclical 0.7 BE6325493268 COFINIMMO COFBBB 0 7/8 12/02/30 Belgium Financial 0.7 US958254AJ35 WESTERN MIDSTREAM OPERAT WES 5.3 03/01/48 USA Energy 0.7 USH3698DBZ62 CREDIT SUISSE GROUP AG CS 7 1/4 PERP Switzerland Financial 0.7 US62886EAV02 NCR CORP NCR 6 1/8 09/01/29 USA Technology 0.7 USP3143NBK92 CODELCO INC CDEL 3 3/4 01/15/31 Chile Basic Materials 0.7 US89616RAA77 TRIDENT TPI HOLDINGS INC TEKNI 6 5/8 11/01/25 USA Industrial 0.7 US836205AU87 REPUBLIC OF SOUTH AFRICA SOAF 4.3 10/12/28 South Africa Sovereign 0.7 XS2235973786 HUARONG FINANCE 2019 HRINTH 2 1/8 09/30/23 China Financial 0.7 US013092AB74 ALBERTSONS COS/SAFEWAY ACI 5 7/8 02/15/28 USA Consumer, Non-cyclical 0.7 US817565CE22 SERVICE CORP INTL SCI 5 1/8 06/01/29 USA Consumer, Non-cyclical 0.7 US00404AAN90 ACADIA HEALTHCARE CO INC ACHC 5 1/2 07/01/28 USA Consumer, Non-cyclical 0.7 USP37466AP78 EMPRESA DE TRANSPORTE ME BMETR 5 01/25/47 Chile Industrial 0.7 US91087BAQ32 UNITED MEXICAN STATES MEX 4.28 08/14/41 Mexico Sovereign 0.7 XS2158697255 DP WORLD SALAAM DPWDU 6 PERP UAE Consumer, Non-cyclical 0.7 XS2287624584 MOTABILITY OPERATIONS GR MOTOPG 0 1/8 07/20/28 England Consumer, Non-cyclical 0.7 US071734AF49 BAUSCH HEALTH COS INC BHCCN 7 1/4 05/30/29 USA Consumer, Non-cyclical 0.7 US78397KAA07 SEG HLD LLC/SEG FIN CORP SEGHLD 5 5/8 10/15/28 USA Consumer, Non-cyclical 0.7 US70082LAA52 PARK RIVER HOLDINGS INC PRIMBP 5 5/8 02/01/29 USA Consumer, Cyclical 0.7 US29163VAC72 EMPIRE COMMUNITIES CORP EMPRCC 7 12/15/25 Canada Consumer, Cyclical 0.7 US923725AB12 VERMILION ENERGY INC VETCN 5 5/8 03/15/25 Canada Energy 0.7 NO0010852643 DNO ASA DNONO 8 3/8 05/29/24 Norway Energy 0.7 US74166MAB28 PRIME SECSRVC BRW/FINANC PRSESE 5 1/4 04/15/24 USA Consumer, Non-cyclical 0.7 US69318UAB17 PBF LOGISTICS LP/FINANCE PBFX 6 7/8 05/15/23 USA Energy 0.7 XS2064431468 CITIC SECURITIES FIN MTN CITICS 2 3/4 10/24/22 China Financial 0.7 XS1299811486 ISLAMIC REP OF PAKISTAN PKSTAN 8 1/4 09/30/25 Pakistan Sovereign 0.7 US203372AV94 COMMSCOPE INC COMM 7 1/8 07/01/28 USA Communications 0.7 US47010BAK08 JAGUAR LAND ROVER AUTOMO TTMTIN 5 7/8 01/15/28 England Consumer, Cyclical 0.7 US983130AX35 WYNN LAS VEGAS LLC/CORP WYNNLV 5 1/4 05/15/27 USA Consumer, Cyclical 0.7 US03966VAA52 ARCONIC CORP ARNC 6 1/8 02/15/28 USA Basic Materials 0.7 US78573NAF96 SABRE GLBL INC SABHLD 7 3/8 09/01/25 USA Consumer, Non-cyclical 0.7 XS1743762558 CITY OF KYIV (KYIV FINAN CITKIE 7 1/2 12/15/22 Ukraine Municipal-City 0.7 XS2303070911 H&M FINANCE BV HMBSS 0 1/4 08/25/29 Sweden Consumer, Cyclical 0.7 XS0209139244 REPUBLIC OF ARGENTINA ARGENT Float 12/15/35 Argentina Sovereign 0.7 USP46756AH86 GENNEIA SA GNNEIA 8 3/4 01/20/22 Argentina Utilities 0.7 US00213MAW47 APX GROUP INC APXSEC 5 3/4 07/15/29 USA Consumer, Non-cyclical 0.7 US674599EC50 OCCIDENTAL PETROLEUM COR OXY 6 3/8 09/01/28 USA Energy 0.7 US78454LAL45 SM ENERGY CO SM 5 5/8 06/01/25 USA Energy 0.7 US12685JAC99 CABLE ONE INC CABO 4 11/15/30 USA Communications 0.7 US455780CT15 REPUBLIC OF INDONESIA INDON 4.2 10/15/50 Indonesia Sovereign 0.7 US29373TAA25 ENVISION HEALTHCARE CORP EVHC 8 3/4 10/15/26 USA Consumer, Non-cyclical 0.7 US88033GDC15 TENET HEALTHCARE CORP THC 4 5/8 09/01/24 USA Consumer, Non-cyclical 0.7 US397624AH07 GREIF INC GEF 6 1/2 03/01/27 USA Industrial 0.7 USP93960AG08 TRINIDAD & TOBAGO TRITOB 4 1/2 08/04/26 Trinidad & Tobago Sovereign 0.7 XS2124187571 GAZPROM PJSC (GAZ FN) GAZPRU 3 1/4 02/25/30 Russia Energy 0.7 US563571AL27 MANITOWOC COMPANY INC MTW 9 04/01/26 USA Industrial 0.7 US212015AT84 CONTINENTAL RESOURCES CLR 5 3/4 01/15/31 USA Energy 0.7 TRT110226T13 TURKEY GOVERNMENT BOND TURKGB 10.6 02/11/26 Turkey Sovereign 0.7 US896818AQ45 TRIUMPH GROUP INC TGI 6 1/4 09/15/24 USA Industrial 0.7 US86765LAQ05 SUNOCO LP/FINANCE CORP SUN 6 04/15/27 USA Energy 0.7 US001877AA71 API GROUP DE INC APIGRP 4 1/8 07/15/29 USA Industrial 0.7 US163851AF58 CHEMOURS CO CC 5 3/4 11/15/28 USA Basic Materials 0.7 US389284AA85 GRAY TELEVISION INC GTN 7 05/15/27 USA Communications 0.7 US185899AG62 CLEVELAND-CLIFFS INC CLF 6 3/4 03/15/26 USA Basic Materials 0.7

Page 19 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2325742166 REPUBLIC OF GHANA GHANA 0 04/07/25 Ghana Sovereign 0.7 US96289WAA71 WHEEL PROS INC WHLPRO 6 1/2 05/15/29 USA Consumer, Cyclical 0.7 PEP01000C4L7 BONOS DE TESORERIA PERUGB 6.85 02/12/42 Peru Sovereign 0.7 US460599AE31 INTERNATIONAL GAME TECH IGT 5 1/4 01/15/29 USA Consumer, Cyclical 0.7 TH0623A3B608 THAILAND GOVERNMENT BOND THAIGB 3.65 06/20/31 Thailand Sovereign 0.7 USP3579EBY25 DOMINICAN REPUBLIC DOMREP 6 1/2 02/15/48 Dominican Republic Sovereign 0.7 US450913AF55 IAMGOLD CORP IMGCN 5 3/4 10/15/28 Burkina Faso Basic Materials 0.7 US37954FAG90 GLOBAL PART/GLP FINANCE GLP 7 08/01/27 USA Energy 0.7 US03690EAA64 ANTERO MIDSTREAM PART/FI AM 7 7/8 05/15/26 USA Energy 0.7 US71567RAQ92 PERUSAHAAN PENERBIT SBSN INDOIS 3.8 06/23/50 Indonesia Sovereign 0.7 US74101XAF78 PRESIDIO HOLDING INC PSDO 8 1/4 02/01/28 USA Technology 0.7 US45569LAC54 INDIGO NATURAL RES LLC INDNAT 5 3/8 02/01/29 USA Energy 0.7 XS1959498244 FORD MOTOR CREDIT CO LLC F 4.535 03/06/25 USA Consumer, Cyclical 0.7 US00150LAB71 AHP HEALTH PARTN ARDT 5 3/4 07/15/29 USA Consumer, Non-cyclical 0.7 US73928RAB24 POWER FINANCE CORP LTD POWFIN 3.95 04/23/30 India Financial 0.7 XS2150023906 MEGLOBAL CANADA ULC EQPTRC 5 05/18/25 Kuwait Basic Materials 0.7 XS2176897754 ARAB REPUBLIC OF EGYPT EGYPT 7 5/8 05/29/32 Egypt Sovereign 0.7 US595017BA15 MICROCHIP TECHNOLOGY INC MCHP 4 1/4 09/01/25 USA Technology 0.7 XS2202900424 COOPERATIEVE RABOBANK UA RABOBK 4 3/8 PERP Netherlands Financial 0.7 US150191AJ35 CEDAR FAIR LP/CANADA'S W FUN 5 3/8 06/01/24 USA Consumer, Cyclical 0.7 US168863BP27 REPUBLIC OF CHILE CHILE 3 5/8 10/30/42 Chile Sovereign 0.7 US150190AF30 CEDAR FAIR/CAN/MAGNUM/MI FUN 5 1/2 05/01/25 USA Consumer, Cyclical 0.7 US911365BL76 UNITED RENTALS NORTH AM URI 5 1/4 01/15/30 USA Consumer, Non-cyclical 0.7 XS2169280919 BANK MANDIRI PT BMRIIJ 4 3/4 05/13/25 Indonesia Financial 0.7 XS2258560361 THAMES WATER KEMBLE FINA THAMES 4 5/8 05/19/26 England Utilities 0.7 US626717AN25 MURPHY OIL CORP MUR 6 3/8 07/15/28 USA Energy 0.7 US50077LAL09 KRAFT HEINZ FOODS CO KHC 5 07/15/35 USA Consumer, Non-cyclical 0.7 XS1620176831 OMAN SOVEREIGN SUKUK OMANGS 4.397 06/01/24 Oman Sovereign 0.7 XS2315966742 NATWEST GROUP PLC NWG 4 1/2 PERP England Financial 0.7 US78410GAE44 SBA COMMUNICATIONS CORP SBAC 3 1/8 02/01/29 USA Financial 0.7 US14739LAB80 CASCADES INC/USA INC CASCN 5 3/8 01/15/28 Canada Industrial 0.7 US63861CAA71 NATIONSTAR MTG HLD INC NSM 6 01/15/27 USA Financial 0.7 US55354GAH39 MSCI INC MSCI 4 11/15/29 USA Technology 0.7 USY8793YAL66 ISLAMIC REP OF PAKISTAN PKSTAN 7 7/8 03/31/36 Pakistan Sovereign 0.7 US91879QAL32 VAIL RESORTS INC MTN 6 1/4 05/15/25 USA Consumer, Cyclical 0.7 XS2051106073 IHS NETHERLANDS HOLDCO IHSHLD 8 09/18/27 Nigeria Industrial 0.7 US730481AJ74 JB POINDEXTER & CO INC JBPOIN 7 1/8 04/15/26 USA Consumer, Cyclical 0.7 US77578JAC27 ROLLS-ROYCE PLC ROLLS 5 3/4 10/15/27 England Industrial 0.7 USY20721AL30 REPUBLIC OF INDONESIA INDON 7 3/4 01/17/38 Indonesia Sovereign 0.7 US74166MAF32 PRIME SECSRVC BRW/FINANC PRSESE 3 3/8 08/31/27 USA Consumer, Non-cyclical 0.7 US071734AH05 BAUSCH HEALTH COS INC BHCCN 5 01/30/28 USA Consumer, Non-cyclical 0.7 US780153AY85 ROYAL CARIBBEAN CRUISES RCL 10 7/8 06/01/23 USA Consumer, Cyclical 0.7 USG82016AN96 SINOPEC GRP DEV 2018 SINOPE 2.15 05/13/25 China Energy 0.7 US65342QAL68 NEXTERA ENERGY OPERATING NEP 3 7/8 10/15/26 USA Utilities 0.7 US03966VAB36 ARCONIC CORP ARNC 6 05/15/25 USA Basic Materials 0.7 US552697AQ73 MDC PARTNERS INC MDZACN 7 1/2 05/01/24 USA Communications 0.7 US55342UAM62 MPT OPER PARTNERSP/FINL MPW 3 1/2 03/15/31 USA Financial 0.7 US36166TAB61 GCI LLC GCILLC 4 3/4 10/15/28 USA Communications 0.7 USG10367AG83 GOVT OF BERMUDA BERMUD 3 3/8 08/20/50 Bermuda Sovereign 0.7 XS1826862556 ECOBANK TRANSNATIONAL ETINL 9 1/2 04/18/24 Togo Financial 0.7 XS2286303149 DAE FUNDING LLC DUBAEE 2 5/8 03/20/25 UAE Industrial 0.7 US89668QAE89 TRINSEO OP / TRINSEO FIN TSE 5 3/8 09/01/25 USA Basic Materials 0.7 US62886EAY41 NCR CORP NCR 5 10/01/28 USA Technology 0.7 US85172FAP45 ONEMAIN FINANCE CORP OMF 6 1/8 03/15/24 USA Financial 0.6 US60937GAB23 MONGOLIA INTL BOND MONGOL 5 1/8 12/05/22 Mongolia Sovereign 0.6 US013092AA91 ALBERTSONS COS/SAFEWAY ACI 7 1/2 03/15/26 USA Consumer, Non-cyclical 0.6 US674599DE26 OCCIDENTAL PETROLEUM COR OXY 7 7/8 09/15/31 USA Energy 0.6 XS2056491587 ASSICURAZIONI GENERALI ASSGEN 2.124 10/01/30 Italy Financial 0.6 US82967NBG25 SIRIUS XM RADIO INC SIRI 4 1/8 07/01/30 USA Communications 0.6 US92840VAA08 VISTRA CORP VST 5 1/2 09/01/26 USA Utilities 0.6 XS1888920276 M&G PLC MGNLN 5 5/8 10/20/51 England Financial 0.6 USP97475AP55 REPUBLIC OF VENEZUELA VENZ 8 1/4 10/13/24 Venezuela Sovereign 0.6 US21039CAB00 CONSTELLIUM SE CSTM 3 3/4 04/15/29 USA Basic Materials 0.6 US50177WAA99 LBC TANK TERMINAL HLDING LBCTNK 6 7/8 05/15/23 Belgium Consumer, Cyclical 0.6 USG5975LAF34 MELCO RESORTS FINANCE MPEL 5 3/4 07/21/28 Hong Kong Consumer, Cyclical 0.6 US87264ABU88 T-MOBILE USA INC TMUS 2 5/8 04/15/26 USA Communications 0.6 US253651AC78 DIEBOLD NIXDORF INC DBD 8 1/2 04/15/24 USA Technology 0.6 US443201AA64 HOWMET AEROSPACE INC HWM 6 7/8 05/01/25 USA Industrial 0.6 US941130AB21 WATCO COS LLC/FINANCE CO WATCOS 6 1/2 06/15/27 USA Industrial 0.6 XS2333302052 PCF GMBH PFLEID Float 04/15/26 Germany Industrial 0.6 XS2243344434 EUROTORG (BONITRON DAC) EUROTG 9 10/22/25 Belarus Consumer, Cyclical 0.6 US29278MAC91 ENERGY VEN/ENVEN FIN EVEVEN 11 3/4 04/15/26 USA Energy 0.6 PL0000110151 POLAND GOVERNMENT BOND POLGB 2 1/2 01/25/23 Poland Sovereign 0.6 US98313RAG11 WYNN MACAU LTD WYNMAC 5 1/2 01/15/26 Macau Consumer, Cyclical 0.6 USP3699PGB78 COSTA RICA GOVERNMENT COSTAR 4 1/4 01/26/23 Costa Rica Sovereign 0.6 XS0828779594 REPUBLIC OF ZAMBIA ZAMBIN 5 3/8 09/20/22 Zambia Sovereign 0.6 XS2263765856 REPUBLIC OF UZBEKISTAN UZBEK 3.7 11/25/30 Uzbekistan Sovereign 0.6 US28228PAB76 EG GLOBAL FINANCE PLC EGBLFN 8 1/2 10/30/25 England Consumer, Cyclical 0.6 USN15516AB83 BRASKEM NETHERLANDS BRASKM 4 1/2 01/10/28 Brazil Basic Materials 0.6 US98954UAB98 ZIGGO BOND CO BV ZIGGO 6 01/15/27 Netherlands Communications 0.6 US81761LAA08 SERVICE PROPERTIES TRUST SVC 7 1/2 09/15/25 USA Financial 0.6 XS2295691633 BRUNELLO BIDCO SPA TITANL Float 02/15/28 Italy Technology 0.6 US20903XAF06 CONSOLIDATED COMMUNICATI CNSL 6 1/2 10/01/28 USA Communications 0.6 XS1775617209 ARAB REPUBLIC OF EGYPT EGYPT 5.577 02/21/23 Egypt Sovereign 0.6 USY3422VCT36 HONG KONG HKINTL 2 3/8 02/02/51 Hong Kong Sovereign 0.6 US88033GDA58 TENET HEALTHCARE CORP THC 5 1/8 11/01/27 USA Consumer, Non-cyclical 0.6 US629209AA52 NMI HOLDINGS NMIH 7 3/8 06/01/25 USA Financial 0.6 US12513GBE89 CDW LLC/CDW FINANCE CDWC 4 1/8 05/01/25 USA Technology 0.6 XS1956844135 EXPORT-IMPORT BANK KOREA EIBKOR 8 05/15/24 South Korea Export/Import Bank 0.6 US74841CAB72 QUICKEN LOANS LLC/QUICKN QUICKN 3 7/8 03/01/31 USA Financial 0.6 US865033AC86 SUGAR HSP GMNG PROP/FIN SGRHSE 5 7/8 05/15/25 USA Consumer, Cyclical 0.6 US146869AD48 CARVANA CO CVNA 5 7/8 10/01/28 USA Consumer, Cyclical 0.6 US25272KAW36 DELL INT LLC / EMC CORP DELL 7 1/8 06/15/24 USA Technology 0.6 US364760AN86 GAP INC/THE GPS 8 7/8 05/15/27 USA Consumer, Cyclical 0.6 US536797AE38 LITHIA MOTORS INC LAD 4 5/8 12/15/27 USA Consumer, Cyclical 0.6 IDG000015207 INDONESIA GOVERNMENT INDOGB 6 1/2 02/15/31 Indonesia Sovereign 0.6

Page 20 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US05352TAA79 AVANTOR FUNDING INC AVTR 4 5/8 07/15/28 USA Consumer, Non-cyclical 0.6 XS1827041721 EASTERN & SOUTHERN AFRIC PTABNK 4 7/8 05/23/24 Multinational Supranational Bank 0.6 US404119BW86 HCA INC HCA 5 7/8 02/01/29 USA Consumer, Non-cyclical 0.6 FR0013517307 CREDIT MUTUEL ARKEA CMARK 1 1/4 06/11/29 France Financial 0.6 USP9379RAV98 EMPRESAS PUBLIC MEDELLIN EEPPME 7 5/8 09/10/24 Colombia Utilities 0.6 XS2028900087 MITSUBISHI UFJ FIN GRP MUFG 0.848 07/19/29 Japan Financial 0.6 SE0012453488 LANSFORSAKRINGAR BANK LANSBK Float PERP Sweden Financial 0.6 XS2194913443 JOLLIBEE WORLDWIDE PTE L JFCPM 4 3/4 06/24/30 Philippines Consumer, Cyclical 0.6 XS2113658202 NATIONWIDE BLDG SOCIETY NWIDE 5 3/4 PERP England Financial 0.6 USY3422VCS52 HONG KONG HKINTL 1 3/8 02/02/31 Hong Kong Sovereign 0.6 US185401AG14 CLEAVER-BROOKS INC CLEAVB 7 7/8 03/01/23 USA Industrial 0.6 XS2099273737 THETA CAPITAL PTE LTD LPKRIJ 8 1/8 01/22/25 Indonesia Financial 0.6 US23371DAD66 DAE FUNDING LLC DUBAEE 5 1/4 11/15/21 UAE Industrial 0.6 US35671DCG88 FREEPORT-MCMORAN INC FCX 4 3/8 08/01/28 USA Basic Materials 0.6 XS2361254597 SOFTBANK GROUP CORP SOFTBK 2 7/8 01/06/27 Japan Communications 0.6 MYBML1700020 MALAYSIA GOVERNMENT MGS 4.059 09/30/24 Malaysia Sovereign 0.6 US68245XAH26 1011778 BC / NEW RED FIN BCULC 3 7/8 01/15/28 Canada Consumer, Cyclical 0.6 US62929RAC25 NMG HLDCO/NEIMAN MARCUS NMG 7 1/8 04/01/26 USA Consumer, Cyclical 0.6 US629377CA80 NRG ENERGY INC NRG 7 1/4 05/15/26 USA Utilities 0.6 US03674XAS53 ANTERO RESOURCES CORP AR 5 3/8 03/01/30 USA Energy 0.6 XS2227050379 ROYAL SCHIPHOL GROUP NV LUCSHI 0 7/8 09/08/32 Netherlands Industrial 0.6 XS2189947505 IQVIA INC IQV 2 7/8 06/15/28 USA Consumer, Non-cyclical 0.6 US431571AE83 HILLENBRAND INC HI 3 3/4 03/01/31 USA Industrial 0.6 US92641PAA49 VICTORS MERGER CORP ACPROD 6 3/8 05/15/29 USA Industrial 0.6 US23131LAA52 CURO GROUP HOLDINGS CORP CURO 8 1/4 09/01/25 USA Financial 0.6 US04364VAK98 ASCENT RESOURCES/ARU FIN ASCRES 9 11/01/27 USA Energy 0.6 US50187TAF30 LGI HOMES INC LGIH 4 07/15/29 USA Consumer, Cyclical 0.6 US071734AL17 BAUSCH HEALTH COS INC BHCCN 5 1/4 02/15/31 USA Consumer, Non-cyclical 0.6 US013092AG61 ALBERTSONS COS/SAFEWAY ACI 3 1/2 03/15/29 USA Consumer, Non-cyclical 0.6 XS2295115997 LMIRT CAPITAL PTE LTD LMRTSP 7 1/2 02/09/26 Singapore Financial 0.6 US680665AM82 OLIN CORP OLN 9 1/2 06/01/25 USA Basic Materials 0.6 US345397ZW60 FORD MOTOR CREDIT CO LLC F 4.542 08/01/26 USA Consumer, Cyclical 0.6 US02156LAE11 ALTICE FRANCE SA SFRFP 5 1/8 01/15/29 France Communications 0.6 XS1725581190 SILGAN HOLDINGS INC SLGN 3 1/4 03/15/25 USA Industrial 0.6 XS1622626379 TURKIYE VAKIFLAR BANKASI VAKBN 5 5/8 05/30/22 Turkey Financial 0.6 US96351CAA45 WHITE CAP PARENT LLC WHTCAP 8 1/4 03/15/26 USA Consumer, Cyclical 0.6 US15135BAM37 CENTENE CORP CNC 5 3/8 08/15/26 USA Consumer, Non-cyclical 0.6 XS2251822727 CIFI HOLDINGS GROUP CIFIHG 5 1/4 05/13/26 China Financial 0.6 XS2250030090 POWERLONG REAL ESTATE PWRLNG 5.95 04/30/25 China Financial 0.6 XS2325747637 REPUBLIC OF GHANA GHANA 8 7/8 05/07/42 Ghana Sovereign 0.6 RU000A0JXQF2 RUSSIA GOVT BOND - OFZ RFLB 7.1 10/16/24 Russia Sovereign 0.6 US29336TAA88 ENLINK MIDSTREAM LLC ENLC 5 3/8 06/01/29 USA Energy 0.6 US65489DAA28 MCLAREN FINANCE PLC MCLAUT 5 3/4 08/01/22 England Consumer, Cyclical 0.6 US35671DCE31 FREEPORT-MCMORAN INC FCX 4 1/8 03/01/28 USA Basic Materials 0.6 US853496AG21 STANDARD INDUSTRIES INC BMCAUS 4 3/8 07/15/30 USA Industrial 0.6 US718286BG11 REPUBLIC OF PHILIPPINES PHILIP 6 3/8 10/23/34 Philippines Sovereign 0.6 US85172FAN96 ONEMAIN FINANCE CORP OMF 7 1/8 03/15/26 USA Financial 0.6 US38016LAC90 GO DADDY OPCO/FINCO GDDY 3 1/2 03/01/29 USA Communications 0.6 US64110LAV80 NETFLIX INC NFLX 4 7/8 06/15/30 USA Communications 0.6 US880349AR61 TENNECO INC TEN 5 07/15/26 USA Consumer, Cyclical 0.6 CZ0001005243 CZECH REPUBLIC CZGB 2 10/13/33 Czech Republic Sovereign 0.6 MYBMI1700018 MALAYSIA GOVERNMENT MGS 3.882 03/10/22 Malaysia Sovereign 0.6 US45824TBA25 INTELSAT JACKSON HLDG INTEL 8 1/2 10/15/24 Luxembourg Communications 0.6 US577088AA59 H-FOOD HOLDNG/HEARTHSIDE HEFOSO 8 1/2 06/01/26 USA Consumer, Non-cyclical 0.6 US92564RAE53 VICI PROPERTIES / NOTE VICI 4 1/8 08/15/30 USA Financial 0.6 US45434M2B74 INDIAN RAILWAY FINANCE INRCIN 3.95 02/13/50 India Industrial 0.6 US345397ZJ59 FORD MOTOR CREDIT CO LLC F 4.687 06/09/25 USA Consumer, Cyclical 0.6 USY20721BP35 REPUBLIC OF INDONESIA INDON 5.95 01/08/46 Indonesia Sovereign 0.6 XS2119468572 BRITISH TELECOMMUNICATIO BRITEL 1.874 08/18/80 England Communications 0.6 US26885BAK61 EQM MIDSTREAM PARTNERS L EQM 4 1/2 01/15/29 USA Energy 0.6 US91911XAW48 BAUSCH HEALTH AMERICAS BHCCN 8 1/2 01/31/27 USA Consumer, Non-cyclical 0.6 US126307BB25 CSC HOLDINGS LLC CSCHLD 4 1/8 12/01/30 USA Communications 0.6 US053773BF30 AVIS BUDGET CAR/FINANCE CAR 5 3/8 03/01/29 USA Consumer, Non-cyclical 0.6 US03959KAA88 ARCHROCK PARTNERS LP/FIN APLP 6 7/8 04/01/27 USA Energy 0.6 US095796AE85 BLUE RACER MID LLC/FINAN BLURAC 6 5/8 07/15/26 USA Energy 0.6 US561233AG28 MALLINCKRODT FIN/SB MNK 10 04/15/25 USA Consumer, Non-cyclical 0.6 SE0012193829 STOCKHOLM EXERGI HOLD FVHSAM 0.893 09/11/26 Sweden Utilities 0.6 USY8137FAC24 REPUBLIC OF SRI LANKA SRILAN 6 1/8 06/03/25 Sri Lanka Sovereign 0.6 SE0013101912 STOCKHOLM EXERGI HOLD FVHSAM 1.085 09/17/27 Sweden Utilities 0.6 XS2010043904 REPUBLIC OF ARMENIA ARMEN 3.95 09/26/29 Armenia Sovereign 0.6 US645370AC18 NEW HOME CO INC/THE NWHM 7 1/4 10/15/25 USA Consumer, Cyclical 0.6 US727610AN78 PLASTIPAK HOLDINGS INC PLASPK 6 1/4 10/15/25 USA Industrial 0.6 XS2355183091 AKBANK TAS AKBNK 6.8 06/22/31 Turkey Financial 0.6 US67109EAA64 KENAN ADVANTAGE GROUP KEADGR 7 7/8 07/31/23 USA Industrial 0.6 US235825AH97 DANA INC DAN 4 1/4 09/01/30 USA Consumer, Cyclical 0.6 US505742AM88 LADDER CAP FIN LLLP/CORP LADR 4 1/4 02/01/27 USA Financial 0.6 US55300RAB78 MGM CHINA HOLDINGS LTD MGMCHI 5 7/8 05/15/26 Macau Consumer, Cyclical 0.6 US715638BM30 REPUBLIC OF PERU PERU 5 5/8 11/18/50 Peru Sovereign 0.6 US35671DCC74 FREEPORT-MCMORAN INC FCX 5 09/01/27 USA Basic Materials 0.6 US382550BP55 GOODYEAR TIRE & RUBBER GT 5 1/4 07/15/31 USA Consumer, Cyclical 0.6 US36760BAE92 GATEWAY CASINOS & ENTERT NEWGAM 8 1/4 03/01/24 Canada Consumer, Cyclical 0.6 US36168QAN43 GFL ENVIRONMENTAL INC GFLCN 4 3/4 06/15/29 Canada Industrial 0.6 US156504AL63 CENTURY COMMUNITIES CCS 6 3/4 06/01/27 USA Consumer, Cyclical 0.6 US98919VAB18 ZAYO GROUP HOLDINGS INC ZAYO 6 1/8 03/01/28 USA Communications 0.6 XS1117279882 KINGDOM OF JORDAN JORDAN 6 1/8 01/29/26 Jordan Sovereign 0.6 US92334VAA35 VEON HOLDINGS BV VIP 4 04/09/25 Netherlands Communications 0.6 USP68788AA97 REPUBLIC OF SURINAME INT SURINM 9 1/4 10/26/26 Suriname Sovereign 0.6 US013822AE11 ALCOA NEDERLAND HOLDING AA 5 1/2 12/15/27 USA Basic Materials 0.6 US21871DAD57 CORELOGIC INC CLGX 4 1/2 05/01/28 USA Consumer, Non-cyclical 0.6 XS2115189875 Q-PARK HOLDING BV QPARKH 1 1/2 03/01/25 Netherlands Consumer, Non-cyclical 0.6 US126458AE87 CTR PARTNERSHIP/CARETRST CTREV 3 7/8 06/30/28 USA Financial 0.6 US92735LAA08 VINE ENERGY HOLDINGS LLC VEI 6 3/4 04/15/29 USA Energy 0.6 US65409QBF81 NIELSEN FINANCE LLC/CO NLSN 5 7/8 10/01/30 USA Consumer, Non-cyclical 0.6 US03969AAQ31 ARDAGH PKG FIN/HLDGS USA ARGID 5 1/4 04/30/25 USA Industrial 0.6 XS2287889708 SUNAC CHINA HOLDINGS LTD SUNAC 5.95 04/26/24 China Financial 0.6 US097751BR13 BOMBARDIER INC BBDBCN 7 1/2 12/01/24 Canada Industrial 0.6

Page 21 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR RU000A0JU4L3 RUSSIA GOVT BOND - OFZ RFLB 7 08/16/23 Russia Sovereign 0.6 US35908MAA80 FRONTIER COMMUNICATIONS FYBR 5 7/8 11/01/29 USA Communications 0.6 US131347CR51 CALPINE CORP CPN 3 3/4 03/01/31 USA Utilities 0.6 US058498AW66 BALL CORP BLL 2 7/8 08/15/30 USA Industrial 0.6 US16412EAA55 CHEPLAPHARM ARZNEIMITTEL CHEPDE 5 1/2 01/15/28 Germany Consumer, Non-cyclical 0.6 US87264ACD54 T-MOBILE USA INC TMUS 3 3/8 04/15/29 USA Communications 0.6 US500605AH33 KOPPERS INC KOP 6 02/15/25 USA Industrial 0.6 US26884LAF67 EQT CORP EQT 3.9 10/01/27 USA Energy 0.6 US703343AD59 PATRICK INDUSTRIES INC PATK 4 3/4 05/01/29 USA Industrial 0.6 US126307AY37 CSC HOLDINGS LLC CSCHLD 7 1/2 04/01/28 USA Communications 0.6 US85572NAA63 STARS GRP HLDS/STARS GRP TSGICN 7 07/15/26 Canada Consumer, Cyclical 0.6 US404030AJ72 H&E EQUIPMENT SERVICES HEES 3 7/8 12/15/28 USA Consumer, Cyclical 0.6 US03764BAB18 APEX TOOL / BC MOUNTAIN APEXTO 9 02/15/23 USA Industrial 0.6 XS1622392014 CPUK FINANCE LTD CPKLN 4 7/8 08/28/25 England Consumer, Cyclical 0.6 XS1793294841 STANDARD CHARTERED PLC STANLN 4.866 03/15/33 England Financial 0.6 US40060QAA31 GTCR AP FINANCE INC ASSPAR 8 05/15/27 USA Financial 0.6 US093645AJ88 BLOCK COMMUNICATIONS INC BLOCKC 4 7/8 03/01/28 USA Communications 0.6 USP01012AR71 REPUBLIC OF EL SALVADOR ELSALV 7 5/8 02/01/41 El Salvador Sovereign 0.6 USP3143NAS38 CODELCO INC CDEL 5 5/8 10/18/43 Chile Basic Materials 0.6 IE00BFZRQ242 IRISH TSY 1.35% 2031 IRISH 1.35 03/18/31 Ireland Sovereign 0.6 XS1138687592 KINGDOM OF SPAIN SPAIN 5.01 11/21/44 Spain Sovereign 0.6 US185899AJ02 CLEVELAND-CLIFFS INC CLF 9 7/8 10/17/25 USA Basic Materials 0.6 XS2153459123 ROYAL SCHIPHOL GROUP NV LUCSHI 2 04/06/29 Netherlands Industrial 0.6 US25381YAD31 DIGICEL GROUP HOLDINGS DLLTD 10 04/01/24 Jamaica Communications 0.6 USN1384FAB15 BHARTI AIRTEL INTERNATIO BHARTI 5.35 05/20/24 India Communications 0.6 US00175PAC77 AMN HEALTHCARE INC AMN 4 04/15/29 USA Consumer, Non-cyclical 0.6 US47010LAA08 JAGUAR HL / PPDI PPD 5 06/15/28 USA Consumer, Non-cyclical 0.6 US87612BBJ08 TARGA RESOURCES PARTNERS NGLS 5 7/8 04/15/26 USA Energy 0.6 PL0000107611 POLAND GOVERNMENT BOND POLGB 2 3/4 04/25/28 Poland Sovereign 0.6 US573334AH20 MRT MID PART/MRT MID FIN MMLP 11 1/2 02/28/25 USA Energy 0.6 XS2232102876 ALTICE FRANCE SA SFRFP 4 1/8 01/15/29 France Communications 0.6 US350392AA45 FOUNDATION BUILDING M FBM 6 03/01/29 USA Consumer, Cyclical 0.6 XS2277613423 MODERN LAND CHINA CO LTD MOLAND 9.8 04/11/23 China Consumer, Cyclical 0.6 US18539UAD72 CLEARWAY ENERGY OP LLC CWENA 3 3/4 02/15/31 USA Utilities 0.6 US04650YAB65 AMBIENCE MERGER HOME 7 1/8 07/15/29 USA Consumer, Cyclical 0.6 XS2240978085 VOLVO CAR AB VOVCAB 2 1/2 10/07/27 Sweden Consumer, Cyclical 0.6 US55300RAG65 MGM CHINA HOLDINGS LTD MGMCHI 4 3/4 02/01/27 Macau Consumer, Cyclical 0.6 US91327BAB62 UNITI GROUP/CSL CAPITAL UNIT 4 3/4 04/15/28 USA Financial 0.6 US88104LAG86 TERRAFORM POWER OPERATIN TERP 4 3/4 01/15/30 USA Energy 0.6 US59406RAC07 MICHAEL BAKER INTL MICBAK 8 3/4 03/01/23 USA Industrial 0.6 US87612BBT89 TARGA RESOURCES PARTNERS NGLS 4 01/15/32 USA Energy 0.6 US345370CX67 FORD MOTOR COMPANY F 9 5/8 04/22/30 USA Consumer, Cyclical 0.6 US23311VAG23 DCP MIDSTREAM OPERATING DCP 5 3/8 07/15/25 USA Energy 0.6 US46507WAB63 ISRAEL ELECTRIC CORP LTD ISRELE 7 3/4 12/15/27 Israel Utilities 0.6 XS2181690665 NORTH MACEDONIA MACEDO 3.675 06/03/26 North Macedonia Sovereign 0.6 US71568QAH02 PERUSAHAAN LISTRIK NEGAR PLNIJ 6 1/4 01/25/49 Indonesia Utilities 0.6 US103557AC88 BOYNE USA INC BIGSKY 4 3/4 05/15/29 USA Consumer, Cyclical 0.6 US29359NAA37 ENSIGN DRILLING INC ESICN 9 1/4 04/15/24 Canada Energy 0.6 US58502BAC00 MEDNAX INC MD 6 1/4 01/15/27 USA Consumer, Non-cyclical 0.6 USP58072AS10 INVERSIONES CMPC SA CMPCCI 3.85 01/13/30 Chile Basic Materials 0.6 US58547DAE94 MELCO RESORTS FINANCE MPEL 5 3/4 07/21/28 Hong Kong Consumer, Cyclical 0.6 US43284MAB46 HILTON GRAND VAC BOR ESC HGVLLC 4 7/8 07/01/31 USA Consumer, Cyclical 0.5 US144285AL72 CARPENTER TECHNOLOGY CRS 6 3/8 07/15/28 USA Basic Materials 0.5 US03969YAB48 ARDAGH METAL PACKAGING AMPBEV 4 09/01/29 USA Industrial 0.5 US737446AP91 POST HOLDINGS INC POST 5 1/2 12/15/29 USA Consumer, Non-cyclical 0.5 US90320LAG23 UPC HOLDING BV UPCB 5 1/2 01/15/28 Netherlands Communications 0.5 XS1150695192 VOLVO TREASURY AB VLVY 4.85 03/10/78 Sweden Consumer, Cyclical 0.5 XS2226645278 SAMPO OYJ SAMPFH 2 1/2 09/03/52 Finland Financial 0.5 US48238TAA79 KAR AUCTION SERVICES INC KAR 5 1/8 06/01/25 USA Consumer, Cyclical 0.5 US69007TAC80 OUTFRONT MEDIA CAP LLC/C OUT 4 5/8 03/15/30 USA Communications 0.5 US12008RAN70 BUILDERS FIRSTSOURCE INC BLDR 5 03/01/30 USA Industrial 0.5 US629377CE03 NRG ENERGY INC NRG 5 3/4 01/15/28 USA Utilities 0.5 US83545GBC50 SONIC AUTOMOTIVE INC SAH 6 1/8 03/15/27 USA Consumer, Cyclical 0.5 US74112BAM72 PRESTIGE BRANDS INC PBH 3 3/4 04/01/31 USA Consumer, Non-cyclical 0.5 US893800AA08 TRANSOCEAN GUARDIAN LTD RIG 5 7/8 01/15/24 USA Energy 0.5 US092174AA96 BLACK KNIGHT INFOSERV LL BKFS 3 5/8 09/01/28 USA Technology 0.5 US30162RAA95 EXELA INTERMED/EXELA FIN EXLINT 10 07/15/23 USA Technology 0.5 US156504AH51 CENTURY COMMUNITIES CCS 5 7/8 07/15/25 USA Consumer, Cyclical 0.5 USY54788AB31 MALAYSIA SUKUK GLOBAL MALAYS 4.08 04/27/46 Malaysia Sovereign 0.5 US855244AU31 STARBUCKS CORP SBUX 4.45 08/15/49 USA Consumer, Cyclical 0.5 US013092AE14 ALBERTSONS COS/SAFEWAY ACI 4 7/8 02/15/30 USA Consumer, Non-cyclical 0.5 US29280LAA17 ENFRAGEN ENERGIA SUR SA ENFRAG 5 3/8 12/30/30 Spain Energy 0.5 US892231AB73 TOWNSQUARE MEDIA INC TSQ 6 7/8 02/01/26 USA Communications 0.5 US58547DAD12 MELCO RESORTS FINANCE MPEL 5 3/8 12/04/29 Hong Kong Consumer, Cyclical 0.5 US29365DAA72 ENTERCOM MEDIA CORP CBSR 6 1/2 05/01/27 USA Communications 0.5 US63530QAH20 NATIONAL CINEMEDIA LLC NATCIN 5 3/4 08/15/26 USA Communications 0.5 XS1966122381 AFRICAN DEVELOPMENT BANK AFDB 18 1/2 03/21/22 Multinational Supranational Bank 0.5 US98313RAE62 WYNN MACAU LTD WYNMAC 5 1/8 12/15/29 Macau Consumer, Cyclical 0.5 US30227KAE91 EXTERRAN NRG SOLUTIONS/F EXTNRG 8 1/8 05/01/25 USA Energy 0.5 US72147KAF57 PILGRIM'S PRIDE CORP PPC 4 1/4 04/15/31 USA Consumer, Non-cyclical 0.5 XS2231165668 BEVCO LUX SARL BEVLUX 1 1/2 09/16/27 Luxembourg Financial 0.5 US483007AJ91 KAISER ALUMINUM CORP KALU 4 5/8 03/01/28 USA Basic Materials 0.5 US02128LAA44 ALTA EQUIPMENT GROUP ALTG 5 5/8 04/15/26 USA Consumer, Non-cyclical 0.5 US457030AK02 INGLES MARKETS INC IMKTA 4 06/15/31 USA Consumer, Non-cyclical 0.5 US675232AB89 OCEANEERING INTL INC OII 6 02/01/28 USA Energy 0.5 US521088AC89 LD HOLDINGS GROUP LLC LNDPT 6 1/8 04/01/28 USA Financial 0.5 US037411BF15 APACHE CORP APA 4 1/4 01/15/30 USA Energy 0.5 PEP01000C5H2 BONOS DE TESORERIA PERUGB 5.35 08/12/40 Peru Sovereign 0.5 XS2149368529 KONINKLIJKE PHILIPS NV PHIANA 1 3/8 03/30/25 Netherlands Consumer, Non-cyclical 0.5 IL0011736654 ENERGEAN ISRAEL FINANCE ENOIGA 4 7/8 03/30/26 Israel Energy 0.5 US29336UAF49 ENLINK MIDSTREAM PARTNER ENLK 4.85 07/15/26 USA Energy 0.5 US59151KAM09 METHANEX CORP MXCN 5 1/8 10/15/27 Canada Basic Materials 0.5 XS1574750292 AKBANK TAS AKBNK 7.2 03/16/27 Turkey Financial 0.5 US983133AA70 WYNN RESORTS FINANCE LLC WYNFIN 5 1/8 10/01/29 USA Consumer, Cyclical 0.5 US151290BZ57 CEMEX SAB DE CV CEMEX 3 7/8 07/11/31 Mexico Industrial 0.5 US988498AN16 YUM! BRANDS INC YUM 3 5/8 03/15/31 USA Consumer, Cyclical 0.5

Page 22 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US30575FAA66 FAIRSTONE FINANCIAL INC FSTFIN 7 7/8 07/15/24 Canada Financial 0.5 US372491AF77 GENWORTH HOLDINGS INC GNW 4.9 08/15/23 USA Financial 0.5 US23345MAB37 DT MIDSTREAM INC DTMINC 4 3/8 06/15/31 USA Energy 0.5 XS0859366899 LEBANESE REPUBLIC LEBAN 6 3/4 11/29/27 Lebanon Sovereign 0.5 XS1807306300 ARAB REPUBLIC OF EGYPT EGYPT 4 3/4 04/16/26 Egypt Sovereign 0.5 US77314EAA64 ROCKET SOFTWARE INC ROCSOF 6 1/2 02/15/29 USA Technology 0.5 US719245AD47 PHOTO HOLDINGS MERGER SU SFLY 8 1/2 10/01/26 USA Communications 0.5 US34407DAC39 FLY LEASING LTD FLY 5 1/4 10/15/24 India Industrial 0.5 US808625AA58 SCIENCE APPLICATIONS INT SAIC 4 7/8 04/01/28 USA Technology 0.5 FI4000260807 KEMIRA OYJ KEMIRA 1 3/4 05/30/24 Finland Basic Materials 0.5 US12662PAB40 CVR ENERGY INC CVI 5 1/4 02/15/25 USA Energy 0.5 US87264ABS33 T-MOBILE USA INC TMUS 2 5/8 02/15/29 USA Communications 0.5 US90333LAT98 US CONCRETE INC USCR 5 1/8 03/01/29 USA Industrial 0.5 PL0000112728 POLAND GOVERNMENT BOND POLGB 0 3/4 04/25/25 Poland Sovereign 0.5 US86765LAR87 SUNOCO LP/FINANCE CORP SUN 4 1/2 05/15/29 USA Energy 0.5 US74965LAA98 RLJ LODGING TRUST LP RLJ 3 3/4 07/01/26 USA Financial 0.5 US29260FAF71 ENDEAVOR ENERGY RESOURCE ENDENR 6 5/8 07/15/25 USA Energy 0.5 US185899AH46 CLEVELAND-CLIFFS INC CLF 5 7/8 06/01/27 USA Basic Materials 0.5 US75383KAA25 RAPTOR ACQ/RAPTOR CO-ISS GCCN 4 7/8 11/01/26 Canada Consumer, Cyclical 0.5 US629377CR16 NRG ENERGY INC NRG 3 5/8 02/15/31 USA Utilities 0.5 FR0013292828 DANONE SA BNFP 1 3/4 PERP France Consumer, Non-cyclical 0.5 XS2152308727 CPPIB CAPITAL INC CPPIBC 0 1/4 04/06/27 Canada Financial 0.5 US172967MK42 CITIGROUP INC C 4.7 PERP USA Financial 0.5 XS2339399946 ANDORRA INTERNATIONAL BD ANDRRA 1 1/4 05/06/31 Andorra Sovereign 0.5 US71953LAA98 PICASSO FINANCE SUB INC WLSC 6 1/8 06/15/25 USA Consumer, Cyclical 0.5 US125137AC31 CEC ENTERTAINMENT LLC CEC 6 3/4 05/01/26 USA Consumer, Cyclical 0.5 XS2278994418 BENIN INTL GOV BOND BENIN 4 7/8 01/19/32 Benin Sovereign 0.5 US435765AH53 HOLLY NRG PRTNR/FIN CORP HEP 5 02/01/28 USA Energy 0.5 US948565AD85 WEEKLEY HOMES LLC/ FINAN WEEKHM 4 7/8 09/15/28 USA Industrial 0.5 US073685AH26 BEACON ROOFING SUPPLY IN BECN 4 1/8 05/15/29 USA Consumer, Cyclical 0.5 MYBGO1800024 MALAYSIA INVESTMNT ISSUE MGII 4.369 10/31/28 Malaysia Sovereign 0.5 US70137TAP03 PARKLAND CORP PKICN 5 7/8 07/15/27 Canada Energy 0.5 US345397A860 FORD MOTOR CREDIT CO LLC F 4 1/8 08/17/27 USA Consumer, Cyclical 0.5 US76174LAA17 REYNOLDS GRP ISS/REYNOLD REYNOL 4 10/15/27 USA Industrial 0.5 US150190AH95 CEDAR FAIR/CAN/MAGNUM/MI FUN 6 1/2 10/01/28 USA Consumer, Cyclical 0.5 XS2269194499 POWERCHINA RB BVI CHPWCN 3.08 PERP China Industrial 0.5 US412690AF62 VERICAST CORP VERCST 8 3/8 08/15/22 USA Technology 0.5 ZAG000107780 ESKOM HOLDINGS SOC LTD ESKOM 8 1/2 04/25/42 South Africa Utilities 0.5 US536797AG85 LITHIA MOTORS INC LAD 3 7/8 06/01/29 USA Consumer, Cyclical 0.5 US505742AP10 LADDER CAP FIN LLLP/CORP LADR 4 3/4 06/15/29 USA Financial 0.5 XS2295335413 IBERDROLA INTL BV IBESM 1.45 PERP Spain Utilities 0.5 XS2053052895 EDP FINANCE BV EDPPL 0 3/8 09/16/26 Portugal Utilities 0.5 US690732AF97 OWENS & MINOR INC OMI 4 1/2 03/31/29 USA Consumer, Non-cyclical 0.5 USP3143NAZ70 CODELCO INC CDEL 4 1/2 08/01/47 Chile Basic Materials 0.5 US603158AA41 MINERALS TECHNOLOGIES IN MTX 5 07/01/28 USA Basic Materials 0.5 US91823N2A05 VEON HOLDINGS BV VIP 3 3/8 11/25/27 Netherlands Communications 0.5 US97789LAC00 WOLVERINE ESCROW LLC WAIR 8 1/2 11/15/24 USA Consumer, Cyclical 0.5 FR00140005T0 ARKEMA AKEFP 0 1/8 10/14/26 France Basic Materials 0.5 US63938CAK45 NAVIENT CORP NAVI 5 03/15/27 USA Financial 0.5 US541624AA07 REGION OF LOMBARDY LOMBIT 5.804 10/25/32 Italy Regional Authority 0.5 XS2339427747 EMIRATES TELECOM GROUP ETISLT 0 3/8 05/17/28 UAE Communications 0.5 XS2052503872 DE VOLKSBANK NV DEVOBA 0.01 09/16/24 Netherlands Financial 0.5 US037411BE40 APACHE CORP APA 4 3/8 10/15/28 USA Energy 0.5 US785712AG56 SABLE INTL FINANCE LTD CWCLN 5 3/4 09/07/27 Chile Communications 0.5 US012873AH83 OVINTIV INC OVV 8 1/8 09/15/30 USA Energy 0.5 XS2099563228 JOLLIBEE WORLDWIDE PTE L JFCPM 3.9 PERP Philippines Consumer, Cyclical 0.5 US172967GF21 CITIGROUP INC C 5.9 PERP USA Financial 0.5 US469815AH78 JACOBS ENTERTAINMENT INC JACENT 7 7/8 02/01/24 USA Consumer, Cyclical 0.5 US760942AY83 REPUBLICA ORIENT URUGUAY URUGUA 4 1/8 11/20/45 Uruguay Sovereign 0.5 US21627UAA07 COOKE OMEGA/ALPHA VESSEL CKEALP 8 1/2 12/15/22 Canada Consumer, Non-cyclical 0.5 XS2342970402 LOGAN GROUP CO LTD LOGPH 4.7 07/06/26 China Financial 0.5 US62886EAU29 NCR CORP NCR 5 3/4 09/01/27 USA Technology 0.5 XS2323295563 NIDEC CORP NIDEC 0.046 03/30/26 Japan Industrial 0.5 USG54897AA45 LIMA METRO LINE 2 FIN LT LIMAMT 5 7/8 07/05/34 Peru Industrial 0.5 XS2361343697 LION/POLARIS LUX PICSUR Float 07/01/26 Luxembourg Consumer, Cyclical 0.5 US247361ZU54 DELTA AIR LINES INC DAL 2.9 10/28/24 USA Consumer, Cyclical 0.5 XS2289797248 NORTEGAS ENERGIA DISTRI NATUEN 0.905 01/22/31 Spain Utilities 0.5 USY6142NAA64 MONGOLIA INTL BOND MONGOL 8 3/4 03/09/24 Mongolia Sovereign 0.5 XS2240505268 ADIDAS AG ADSGR 0 10/05/28 Germany Consumer, Cyclical 0.5 US105756BT66 FED REPUBLIC OF BRAZIL BRAZIL 8 1/2 01/05/24 Brazil Sovereign 0.5 US505742AF38 LADDER CAP FIN LLLP/CORP LADR 5 1/4 03/15/22 USA Financial 0.5 US97789LAB27 WOLVERINE ESCROW LLC WAIR 9 11/15/26 USA Consumer, Cyclical 0.5 US958667AB34 WESTERN MIDSTREAM OPERAT WES 3.1 02/01/25 USA Energy 0.5 US983793AG59 XPO LOGISTICS INC XPO 6 3/4 08/15/24 USA Industrial 0.5 XS2289265402 SCANIA CV AB SCANIA 0 3/4 01/20/25 Sweden Consumer, Cyclical 0.5 FR0014003B55 ORANGE SA ORAFP 1 3/8 PERP France Communications 0.5 US222070AE41 COTY INC COTY 5 04/15/26 USA Consumer, Non-cyclical 0.5 US87166BAA08 SYNEOS HEALTH INC SYNH 3 5/8 01/15/29 USA Consumer, Non-cyclical 0.5 XS1824238072 LEBANESE REPUBLIC LEBAN 8 1/4 05/17/34 Lebanon Sovereign 0.5 US71567RAM88 PERUSAHAAN PENERBIT SBSN INDOIS 4.45 02/20/29 Indonesia Sovereign 0.5 XS2179918037 CNPC GLOBAL CAPITAL CNPCCH 2 06/23/30 China Energy 0.5 US92763MAA36 VIPER ENERGY PARTNERS LP VNOM 5 3/8 11/01/27 USA Energy 0.5 US852234AM55 SQUARE INC SQ 3 1/2 06/01/31 USA Consumer, Non-cyclical 0.5 US346232AE19 FORESTAR GROUP INC FOR 5 03/01/28 USA Consumer, Cyclical 0.5 XS1273034444 ST SAVINGS BK (SSB #1) OSCHAD 9 5/8 03/20/25 Ukraine Financial 0.5 US04364VAG86 ASCENT RESOURCES/ARU FIN ASCRES 7 11/01/26 USA Energy 0.5 US50077BAM00 KRATOS DEFENSE & SEC KTOS 6 1/2 11/30/25 USA Industrial 0.5 USP16394AG62 REPUBLIC OF BELIZE BELIZE 4.9375 02/20/34 Belize Sovereign 0.5 US46266TAA60 IQVIA INC IQV 5 05/15/27 USA Consumer, Non-cyclical 0.5 US853496AC17 STANDARD INDUSTRIES INC BMCAUS 5 02/15/27 USA Industrial 0.5 PEP01000C2Z1 BONOS DE TESORERIA PERUGB 6.9 08/12/37 Peru Sovereign 0.5 US81728UAB08 SENSATA TECHNOLOGIES INC ST 3 3/4 02/15/31 USA Industrial 0.5 US749571AG03 RHP HOTEL PPTY/RHP FINAN RHP 4 1/2 02/15/29 USA Financial 0.5 US91337CAA45 UNIVAR SOLUTIONS USA INC UNVR 5 1/8 12/01/27 USA Consumer, Cyclical 0.5 US060335AA40 BANIJAY ENTERTAINMENT BANIJA 5 3/8 03/01/25 France Consumer, Cyclical 0.5 XS1553212371 CHINA DEVELOPMENT BANK SDBC 4 01/24/37 China Financial 0.5

Page 23 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2023698553 BNQ CEN TUNISIA INT BOND BTUN 6 3/8 07/15/26 Tunisia Financial 0.5 US626717AJ13 MURPHY OIL CORP MUR 5 3/4 08/15/25 USA Energy 0.5 US85172FAR01 ONEMAIN FINANCE CORP OMF 5 3/8 11/15/29 USA Financial 0.5 XS1953915136 REPUBLIC OF UZBEKISTAN UZBEK 5 3/8 02/20/29 Uzbekistan Sovereign 0.5 US98310WAQ15 TRAVEL + LEISURE CO TNL 4 5/8 03/01/30 USA Consumer, Cyclical 0.5 XS1595713782 KAZMUNAYGAS NATIONAL CO KZOKZ 4 3/4 04/19/27 Kazakhstan Energy 0.5 XS2214239506 REPUBLIC OF ECUADOR ECUA 0 07/31/30 Ecuador Sovereign 0.5 US71567RAF38 PERUSAHAAN PENERBIT SBSN INDOIS 4.55 03/29/26 Indonesia Sovereign 0.5 US55354GAK67 MSCI INC MSCI 3 5/8 09/01/30 USA Technology 0.5 US14987KAA16 CORE & MAIN LP HDSUWA 6 1/8 08/15/25 USA Consumer, Cyclical 0.5 US55617LAP76 MACY'S RETAIL HLDGS LLC M 5 7/8 04/01/29 USA Consumer, Cyclical 0.5 XS2014271774 UKRAINE GOVERNMENT UKRAIN 15.84 02/26/25 Ukraine Sovereign 0.5 US50076QAN60 KRAFT HEINZ FOODS CO KHC 6 1/2 02/09/40 USA Consumer, Non-cyclical 0.5 USP5015VAE67 REPUBLIC OF GUATEMALA GUATEM 4 7/8 02/13/28 Guatemala Sovereign 0.5 US577081BE10 MATTEL INC MAT 3 3/8 04/01/26 USA Consumer, Cyclical 0.5 US14574XAF15 CARROLS RESTAURANT GROUP TAST 5 7/8 07/01/29 USA Consumer, Cyclical 0.5 US131347CP95 CALPINE CORP CPN 4 5/8 02/01/29 USA Utilities 0.5 USP37466AS18 EMPRESA DE TRANSPORTE ME BMETR 4.7 05/07/50 Chile Industrial 0.5 NO0010852429 EAST RENEWABLE AB NBTNO 13 1/2 11/21/21 Norway Energy 0.5 XS2181577268 SILGAN HOLDINGS INC SLGN 2 1/4 06/01/28 USA Industrial 0.5 US718286BZ91 REPUBLIC OF PHILIPPINES PHILIP 3.95 01/20/40 Philippines Sovereign 0.5 PEP01000C4G7 BONOS DE TESORERIA PERUGB 6.95 08/12/31 Peru Sovereign 0.5 USP3579EAT49 DOMINICAN REPUBLIC DOMREP 6.6 01/28/24 Dominican Republic Sovereign 0.5 US552953CC35 MGM RESORTS INTL MGM 6 03/15/23 USA Consumer, Cyclical 0.5 RSMFRSD86176 SERBIA TREASURY BONDS SERBGB 4 1/2 08/20/32 Serbia Sovereign 0.5 US053773BG13 AVIS BUDGET CAR/FINANCE CAR 4 3/4 04/01/28 USA Consumer, Non-cyclical 0.5 US864486AL98 SUBURBAN PROPANE PARTNRS SPH 5 06/01/31 USA Consumer, Cyclical 0.5 XS1303920083 UKRAINE GOVERNMENT UKRAIN 7 3/4 09/01/21 Ukraine Sovereign 0.5 US195325DR36 REPUBLIC OF COLOMBIA COLOM 3 01/30/30 Colombia Sovereign 0.5 US74736KAH41 QORVO INC QRVO 4 3/8 10/15/29 USA Technology 0.5 RSMFRSD89592 SERBIA TREASURY BONDS SERBGB 4 1/2 01/11/26 Serbia Sovereign 0.5 US28035QAB86 EDGEWELL PERSONAL CARE EPC 4 1/8 04/01/29 USA Consumer, Non-cyclical 0.5 US87264ACE38 T-MOBILE USA INC TMUS 3 1/2 04/15/31 USA Communications 0.5 XS1210422074 AKBANK TAS AKBNK 5 1/8 03/31/25 Turkey Financial 0.5 US45031UCF66 ISTAR INC STAR 4 3/4 10/01/24 USA Financial 0.5 US60855RAK68 MOLINA HEALTHCARE INC MOH 3 7/8 11/15/30 USA Consumer, Non-cyclical 0.5 US69073TAR41 OWENS-BROCKWAY OI 5 7/8 08/15/23 USA Industrial 0.5 XS2056719359 DP WORLD PLC DPWDU 4.7 09/30/49 UAE Consumer, Non-cyclical 0.5 XS0971213201 INTESA SANPAOLO SPA ISPIM 6 5/8 09/13/23 Italy Financial 0.5 USP7464EAB22 PAMPA ENERGIA SA PAMPAR 9 1/8 04/15/29 Argentina Utilities 0.5 USP9401BAA28 TRINIDAD PETROLEUM HOLDI TPHLTT 9 3/4 06/15/26 Trinidad & Tobago Energy 0.5 US18452MAB28 CLEAR CHANNEL INTL BV CCO 6 5/8 08/01/25 England Communications 0.5 US836205AP92 REPUBLIC OF SOUTH AFRICA SOAF 6 1/4 03/08/41 South Africa Sovereign 0.5 US67059TAG04 NUSTAR LOGISTICS LP NSUS 5 3/4 10/01/25 USA Energy 0.5 US88827AAA16 TITAN ACQ/CO-BORROWER HUSKYI 7 3/4 04/15/26 Canada Industrial 0.5 US049362AA49 ATLAS LUXCO 4 / ALL UNI UNSEAM 4 5/8 06/01/28 USA Consumer, Non-cyclical 0.5 USY7136YAA83 PERUSAHAAN GAS NEGARA PGASIJ 5 1/8 05/16/24 Indonesia Utilities 0.5 US35640YAB39 FREEDOM MORTGAGE CORP FREMOR 8 1/4 04/15/25 USA Financial 0.5 US87952VAR78 TELESAT CANADA/TELESAT L TELSAT 5 5/8 12/06/26 Canada Communications 0.5 USG84228CX43 STANDARD CHARTERED PLC STANLN 7 3/4 PERP England Financial 0.5 US42704LAA26 HERC HOLDINGS INC HRI 5 1/2 07/15/27 USA Consumer, Non-cyclical 0.5 US11284DAA37 BROOKFIELD PPTY REIT INC BPR 5 3/4 05/15/26 USA Financial 0.5 USG10367AD52 GOVT OF BERMUDA BERMUD 3.717 01/25/27 Bermuda Sovereign 0.5 XS1261825621 UKREXIMBANK(BIZ FIN PLC) EXIMUK 9 3/4 01/22/25 Ukraine Export/Import Bank 0.5 XS2116741484 UKRAINE GOVERNMENT UKRAIN 9.84 02/15/23 Ukraine Sovereign 0.5 US88167AAF84 TEVA PHARMACEUTICALS NE TEVA 4.1 10/01/46 Israel Consumer, Non-cyclical 0.5 USY68856AT38 PETRONAS CAPITAL LTD PETMK 3 1/2 04/21/30 Malaysia Energy 0.5 US00191UAA07 ASGN INCORPORATED ASGN 4 5/8 05/15/28 USA Consumer, Non-cyclical 0.5 USG2120QAC09 CHINA SOUTHERN POWER GRI SOPOWZ 3 1/2 05/08/27 China Utilities 0.5 US037833CX61 APPLE INC AAPL 3 06/20/27 USA Technology 0.5 USP55409AB50 INDUSTRIAS PENOLES SAB D PENOMX 5.65 09/12/49 Mexico Basic Materials 0.5 XS1892247963 AFRICAN EXPORT-IMPORT BA AFREXI 5 1/4 10/11/23 Multinational Supranational Bank 0.5 ROVRZSEM43E4 ROMANIA GOVERNMENT BOND ROMGB 5 02/12/29 Romania Sovereign 0.5 US61965RAA32 MOSS CREEK RESOURCES HLD MSSCRK 7 1/2 01/15/26 USA Energy 0.5 US38144GAB77 GOLDMAN SACHS GROUP INC GS 4.95 PERP USA Financial 0.5 US02406PBA75 AMERICAN AXLE & MFG INC AXL 6 7/8 07/01/28 USA Consumer, Cyclical 0.5 US432833AF84 HILTON DOMESTIC OPERATIN HLT 4 7/8 01/15/30 USA Consumer, Cyclical 0.5 XS2075924048 MDGH - GMTN BV MUBAUH 3.7 11/07/49 UAE Financial 0.5 USE6R69LAA27 INTL AIRPORT FINANCE SA QUIPOR 12 03/15/33 Ecuador Industrial 0.5 USP75744AF25 REPUBLIC OF PARAGUAY PARGUY 5.6 03/13/48 Paraguay Sovereign 0.5 US55760LAA52 MADISON IAQ LLC MADIAQ 4 1/8 06/30/28 USA Industrial 0.5 US69331CAJ71 PG&E CORP PCG 5 1/4 07/01/30 USA Utilities 0.5 US75102WAB46 RAKUTEN GROUP INC RAKUTN 6 1/4 PERP Japan Communications 0.5 XS1313675974 LEBANESE REPUBLIC LEBAN 6.65 11/03/28 Lebanon Sovereign 0.5 US92564RAC97 VICI PROPERTIES / NOTE VICI 3 1/2 02/15/25 USA Financial 0.5 US71568QAJ67 PERUSAHAAN LISTRIK NEGAR PLNIJ 3 7/8 07/17/29 Indonesia Utilities 0.5 USP14623AB16 BANCO NAL COSTA RICA BNALCR 6 1/4 11/01/23 Costa Rica Financial 0.5 US861036AA92 STL HOLDING CO LLC DSLDHM 7 1/2 02/15/26 USA Consumer, Cyclical 0.5 CH0593093229 EFG INTERNATIONAL AG EFGBNK 5 1/2 PERP Switzerland Financial 0.5 USP90301AA32 TELECOM OF TRIN & TOBAGO TCMSTT 8 7/8 10/18/29 Trinidad & Tobago Communications 0.5 XS1069870415 ICD FUNDING LTD INVCOR 4 5/8 05/21/24 UAE Financial 0.5 XS1944412748 OMAN GOV INTERNTL BOND OMAN 6 08/01/29 Oman Sovereign 0.5 US84779MAA27 SPEEDWAY MOT/SPEEDWAY FD TRK 4 7/8 11/01/27 USA Consumer, Cyclical 0.5 US743815AE20 MODIVCARE INC MODV 5 7/8 11/15/25 USA Consumer, Non-cyclical 0.5 US538034AR08 LIVE NATION ENTERTAINMEN LYV 4 3/4 10/15/27 USA Consumer, Cyclical 0.5 XS1505674918 TNB GLOBAL VENTURES CAP TNBMK 3.244 10/19/26 Malaysia Utilities 0.5 US05453GAC96 AXALTA COATING SYSTEMS AXTA 3 3/8 02/15/29 USA Basic Materials 0.5 US87422VAE83 TALEN ENERGY SUPPLY LLC TLN 10 1/2 01/15/26 USA Utilities 0.5 XS1128996425 MTN MAURITIUS INVSTMENTS MTNSJ 4.755 11/11/24 South Africa Communications 0.5 PEP01000C5F6 BONOS DE TESORERIA PERUGB 5.94 02/12/29 Peru Sovereign 0.5 US92564RAB15 VICI PROPERTIES / NOTE VICI 4 5/8 12/01/29 USA Financial 0.5 XS2262220143 DAE SUKUK DIFC LTD DUBAEE 3 3/4 02/15/26 UAE Financial 0.5 XS2202749003 ROYAL CAPITAL BV ICTPM 5 PERP Philippines Consumer, Non-cyclical 0.5 USP3699PGE18 COSTA RICA GOVERNMENT COSTAR 4 3/8 04/30/25 Costa Rica Sovereign 0.5 USG5975LAD85 MELCO RESORTS FINANCE MPEL 5 5/8 07/17/27 Hong Kong Consumer, Cyclical 0.5 US84611WAB00 SURGERY CENTER HOLDINGS SURCEN 6 3/4 07/01/25 USA Consumer, Non-cyclical 0.5

Page 24 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US780153AW20 ROYAL CARIBBEAN CRUISES RCL 3.7 03/15/28 USA Consumer, Cyclical 0.5 US57164PAH91 MARRIOTT OWNERSHIP RESOR VAC 4 1/2 06/15/29 USA Consumer, Cyclical 0.5 US810186AT39 SCOTTS MIRACLE-GRO CO SMG 4 04/01/31 USA Consumer, Cyclical 0.5 US29413XAD93 ENVIVA PARTNERS LP/FIN C EVA 6 1/2 01/15/26 USA Energy 0.5 XS1577961516 GTLK EUROPE DAC GTLKOA 5 1/8 05/31/24 Russia Financial 0.5 US87612BBQ41 TARGA RESOURCES PARTNERS NGLS 5 1/2 03/01/30 USA Energy 0.5 TRT011025T16 TURKEY GOVERNMENT BOND TURKGB 12.6 10/01/25 Turkey Sovereign 0.5 USP3143NBH63 CODELCO INC CDEL 3.15 01/14/30 Chile Basic Materials 0.5 MX0MGO000003 MEX BONOS DESARR FIX RT MBONO 8 12/07/23 Mexico Sovereign 0.5 XS2176899701 ARAB REPUBLIC OF EGYPT EGYPT 8 7/8 05/29/50 Egypt Sovereign 0.5 US910047AK50 UNITED AIRLINES HOLDINGS UAL 4 7/8 01/15/25 USA Consumer, Cyclical 0.5 US284902AE37 ELDORADO GOLD CORP ELDCN 9 1/2 06/01/24 Turkey Basic Materials 0.5 US87157DAG43 SYNAPTICS INC SYNA 4 06/15/29 USA Technology 0.5 US822538AE44 SHELF DRILL HOLD LTD SHLFDI 8 1/4 02/15/25 UAE Energy 0.5 USP37110AK24 EMPRESA NACIONAL DEL PET ENAPCL 3 3/4 08/05/26 Chile Energy 0.4 US28414HAG83 ELANCO ANIMAL HEALTH INC ELAN 4.9 08/28/28 USA Consumer, Non-cyclical 0.4 US366651AC11 GARTNER INC IT 4 1/2 07/01/28 USA Consumer, Non-cyclical 0.4 US402635AR75 GULFPORT ENERGY OP CORP GPOR 8 05/17/26 USA Energy 0.4 XS2314265237 PUBLIC POWER CORP PPCGA 3 7/8 03/30/26 Greece Utilities 0.4 US29273EAC21 ENDO DAC/FIN LLC/FINCO ENDP 6 07/15/23 USA Consumer, Non-cyclical 0.4 XS2260457754 IPOTEKA-BANK ATIB IPTBZU 5 1/2 11/19/25 Uzbekistan Financial 0.4 XS1506066676 DNB BANK ASA DNBNO 6 1/2 PERP Norway Financial 0.4 US345397B280 FORD MOTOR CREDIT CO LLC F 3 3/8 11/13/25 USA Consumer, Cyclical 0.4 US88033GDE70 TENET HEALTHCARE CORP THC 7 1/2 04/01/25 USA Consumer, Non-cyclical 0.4 US69370RAG20 PT PERTAMINA (PERSERO) PERTIJ 4.175 01/21/50 Indonesia Energy 0.4 US900123CF53 REPUBLIC OF TURKEY TURKEY 5 3/4 03/22/24 Turkey Sovereign 0.4 XS2176018609 MDGH - GMTN BV MUBAUH 2 1/2 05/21/26 UAE Financial 0.4 XS2201851172 ROMANIA ROMANI 3 02/14/31 Romania Sovereign 0.4 USP5015VAK28 REPUBLIC OF GUATEMALA GUATEM 5 3/8 04/24/32 Guatemala Sovereign 0.4 USP5178RAD00 HONDURAS GOVERNMENT HONDUR 5 5/8 06/24/30 Honduras Sovereign 0.4 XS0943370543 ORSTED A/S ORSTED 6 1/4 06/26/13 Denmark Utilities 0.4 XS2050923825 BANK OF PHILIPPINE ISLAN BPIPM 2 1/2 09/10/24 Philippines Financial 0.4 XS2075923313 MDGH - GMTN BV MUBAUH 2 7/8 11/07/29 UAE Financial 0.4 US55354GAL41 MSCI INC MSCI 3 7/8 02/15/31 USA Technology 0.4 XS2051369671 POWER FINANCE CORP LTD POWFIN 3.9 09/16/29 India Financial 0.4 MX0SGO0000B9 MEXICAN UDIBONOS MUDI 2 06/09/22 Mexico Sovereign 0.4 US50077LAZ94 KRAFT HEINZ FOODS CO KHC 4 7/8 10/01/49 USA Consumer, Non-cyclical 0.4 USP93960AH80 TRINIDAD & TOBAGO TRITOB 4 1/2 06/26/30 Trinidad & Tobago Sovereign 0.4 USL7915TAA09 REDE D'OR FINANCE SARL RDEDOR 4 1/2 01/22/30 Brazil Consumer, Non-cyclical 0.4 US17302XAK28 CITGO PETROLEUM CORP CITPET 7 06/15/25 USA Energy 0.4 US901109AF51 TUTOR PERINI CORP TPC 6 7/8 05/01/25 USA Industrial 0.4 US674599DZ54 OCCIDENTAL PETROLEUM COR OXY 8 1/2 07/15/27 USA Energy 0.4 US55616XAG25 MACY'S RETAIL HLDGS LLC M 5 1/8 01/15/42 USA Consumer, Cyclical 0.4 US978097AD55 WOLVERINE WORLD WIDE WWW 5 09/01/26 USA Consumer, Cyclical 0.4 XS1645684827 CHINA GRT WALL INTL III GRWALL 3 7/8 08/31/27 China Financial 0.4 XS2079842642 ARAB REPUBLIC OF EGYPT EGYPT 7.0529 01/15/32 Egypt Sovereign 0.4 US251526CF47 DEUTSCHE BANK NY DB 3.729 01/14/32 Germany Financial 0.4 US86765LAL18 SUNOCO LP/FINANCE CORP SUN 5 1/2 02/15/26 USA Energy 0.4 XS1729875598 ISLAMIC REP OF PAKISTAN PKSTAN 6 7/8 12/05/27 Pakistan Sovereign 0.4 XS1520309839 EASTERN & SOUTHERN AFRIC PTABNK 5 3/8 03/14/22 Multinational Supranational Bank 0.4 US226373AQ18 CRESTWOOD MID PARTNER LP CMLP 5 5/8 05/01/27 USA Energy 0.4 XS1917106061 JIANGXI RAILWAY AVIA INV JIAPRO 4.85 02/21/22 China Industrial 0.4 USC3535CAF52 FIRST QUANTUM MINERALS L FMCN 7 1/4 04/01/23 Zambia Basic Materials 0.4 US75102WAA62 RAKUTEN GROUP INC RAKUTN 5 1/8 PERP Japan Communications 0.4 US87264ABT16 T-MOBILE USA INC TMUS 2 7/8 02/15/31 USA Communications 0.4 US30216KAE29 EXPORT-IMPORT BK INDIA EXIMBK 3 1/4 01/15/30 India Export/Import Bank 0.4 US780153AU63 ROYAL CARIBBEAN CRUISES RCL 5 1/4 11/15/22 USA Consumer, Cyclical 0.4 XS0253496441 CRC BREEZE FINANCE CBREEZ 6.11 05/08/26 Luxembourg Utilities 0.4 XS1691349010 TC ZIRAAT BANKASI AS TCZIRA 5 1/8 09/29/23 Turkey Financial 0.4 US84859BAA98 SPIRIT LOYALTY KY LTD/IP SAVE 8 09/20/25 USA Consumer, Cyclical 0.4 US65412AEK43 REPUBLIC OF NIGERIA NGERIA 5 5/8 06/27/22 Nigeria Sovereign 0.4 US455780CR58 REPUBLIC OF INDONESIA INDON 3 1/2 02/14/50 Indonesia Sovereign 0.4 XS2286303495 DAE FUNDING LLC DUBAEE 3 3/8 03/20/28 UAE Industrial 0.4 XS1938265474 YUZHOU GROUP YUZHOU 8 5/8 01/23/22 China Financial 0.4 USG54897AB28 LIMA METRO LINE 2 FIN LT LIMAMT 4.35 04/05/36 Peru Industrial 0.4 XS2288906857 OMAN GOV INTERNTL BOND OMAN 7 01/25/51 Oman Sovereign 0.4 USP6629MAC66 MEXICO CITY ARPT TRUST MEXCAT 3 7/8 04/30/28 Mexico Industrial 0.4 XS2158482211 SUNNY EXPRESS CHITRA 2 5/8 04/23/25 China Consumer, Cyclical 0.4 XS2182820329 SHARJAH SUKUK PROGRAM SHARSK 2.942 06/10/27 UAE Sovereign 0.4 DE000A2TEDB8 THYSSENKRUPP AG TKAGR 2 7/8 02/22/24 Germany Basic Materials 0.4 US432833AJ07 HILTON DOMESTIC OPERATIN HLT 3 3/4 05/01/29 USA Consumer, Cyclical 0.4 XS2351310482 OMAN SOVEREIGN SUKUK OMANGS 4 7/8 06/15/30 Oman Sovereign 0.4 US105756BW95 FED REPUBLIC OF BRAZIL BRAZIL 5 01/27/45 Brazil Sovereign 0.4 US30034TAA16 EVERI HOLDINGS INC EVRI 5 07/15/29 USA Consumer, Cyclical 0.4 XS0085235090 TRANSNET SOC LTD SAFTRA 13 1/2 04/18/28 South Africa Industrial 0.4 US900123AY60 REPUBLIC OF TURKEY TURKEY 6 7/8 03/17/36 Turkey Sovereign 0.4 US66977WAS89 NOVA CHEMICALS CORP NCX 4 1/4 05/15/29 Canada Basic Materials 0.4 XS1140860534 ASSICURAZIONI GENERALI ASSGEN 4.596 PERP Italy Financial 0.4 US00775PAA57 ADVANTAGE SALES & MARKET ADVSAL 6 1/2 11/15/28 USA Communications 0.4 US83001WAC82 SIX FLAGS THEME PARKS SIX 7 07/01/25 USA Consumer, Cyclical 0.4 US69370RAJ68 PT PERTAMINA (PERSERO) PERTIJ 4.15 02/25/60 Indonesia Energy 0.4 XS2334109423 REPUBLIC OF GEORGIA GEORG 2 3/4 04/22/26 Georgia Sovereign 0.4 US73900LAA98 POWDR CORP POWDRC 6 08/01/25 USA Consumer, Cyclical 0.4 US037411BC83 APACHE CORP APA 4 1/4 01/15/44 USA Energy 0.4 US432833AL52 HILTON DOMESTIC OPERATIN HLT 4 05/01/31 USA Consumer, Cyclical 0.4 USP01012AT38 REPUBLIC OF EL SALVADOR ELSALV 6 3/8 01/18/27 El Salvador Sovereign 0.4 US626717AA04 MURPHY OIL CORPORATION MUR 7.05 05/01/29 USA Energy 0.4 XS2275101967 IMA INDUSTRIA MACCHINE IMAIM Float 01/15/28 Italy Industrial 0.4 XS2348658035 MDGH GMTN RSC LTD MUBAUH 2 1/2 06/03/31 UAE Financial 0.4 USY2R40TAB40 DELHI INTL AIRPORT DIALIN 6.45 06/04/29 India Industrial 0.4 XS2302929810 FIN DEPT GOVT SHARJAH SHJGOV 3 5/8 03/10/33 UAE Sovereign 0.4 US060505EH35 BANK OF AMERICA CORP BAC 6 1/4 PERP USA Financial 0.4 XS2324523583 FLAMINGO LUX II SA FONFP 5 03/31/29 France Financial 0.4 US097751BJ96 BOMBARDIER INC BBDBCN 6 10/15/22 Canada Industrial 0.4 FR0013534336 ELECTRICITE DE FRANCE SA EDF 3 3/8 PERP France Utilities 0.4 US019736AG29 ALLISON TRANSMISSION INC ALSN 3 3/4 01/30/31 USA Consumer, Cyclical 0.4

Page 25 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US86614WAC01 SUMMIT MID HLDS LLC / FI SUMMPL 5 1/2 08/15/22 USA Energy 0.4 XS1117297355 LAMAR FUNDING LTD OMGRID 3.958 05/07/25 Oman Utilities 0.4 US359678AC31 FULL HOUSE RESORTS INC FLL 8 1/4 02/15/28 USA Consumer, Cyclical 0.4 US07556QBR56 BEAZER HOMES USA BZH 5 7/8 10/15/27 USA Consumer, Cyclical 0.4 USP79171AF45 PROVINCIA DE CORDOBA PDCAR 3 02/01/29 Argentina Regional Authority 0.4 US71568QAN79 PERUSAHAAN LISTRIK NEGAR PLNIJ 3 06/30/30 Indonesia Utilities 0.4 US88167AAD37 TEVA PHARMACEUTICALS NE TEVA 2.8 07/21/23 Israel Consumer, Non-cyclical 0.4 US143905AP21 CARRIAGE SERVICES INC CSV 4 1/4 05/15/29 USA Consumer, Non-cyclical 0.4 US87612BBL53 TARGA RESOURCES PARTNERS NGLS 6 1/2 07/15/27 USA Energy 0.4 US228701AG35 CROWNROCK LP/CROWNROCK F CRROCK 5 05/01/29 USA Energy 0.4 XS2264054706 AIRPORT AUTHORITY HK HKAA 2.1 PERP Hong Kong Sovereign Agency 0.4 XS2077601610 KONDOR FINANCE PLC (NAK) NAFTO 7 5/8 11/08/26 Ukraine Energy 0.4 USP37110AM89 EMPRESA NACIONAL DEL PET ENAPCL 4 1/2 09/14/47 Chile Energy 0.4 XS1698218523 TELECOM ITALIA SPA TITIM 2 3/8 10/12/27 Italy Communications 0.4 US900123DB31 REPUBLIC OF TURKEY TURKEY 4 3/4 01/26/26 Turkey Sovereign 0.4 DE000A254QC5 WEPA HYGIENEPRODUKTE GMB WEPAHY Float 12/15/26 Germany Basic Materials 0.4 US30257WAA45 FAGE INTL / FAGE USA FAGEGA 5 5/8 08/15/26 Luxembourg Consumer, Non-cyclical 0.4 XS1959498160 FORD MOTOR CREDIT CO LLC F 3.021 03/06/24 USA Consumer, Cyclical 0.4 PTAVBBOT0002 REP OF ANGOLA(AVENIR II) ANGOL Float 12/07/23 Angola Sovereign 0.4 BE6300371273 TELENET FINANCE LUX NOTE TNETBB 3 1/2 03/01/28 Belgium Communications 0.4 US707569AV14 PENN NATIONAL GA PENN 4 1/8 07/01/29 USA Consumer, Cyclical 0.4 US48250NAC92 KFC HLD/PIZZA HUT/TACO YUM 4 3/4 06/01/27 USA Consumer, Cyclical 0.4 US532716AK37 L BRANDS INC LB 6.95 03/01/33 USA Consumer, Cyclical 0.4 XS2212116854 SUNAC CHINA HOLDINGS LTD SUNAC 6.65 08/03/24 China Financial 0.4 US013092AF88 ALBERTSONS COS/SAFEWAY ACI 3 1/4 03/15/26 USA Consumer, Non-cyclical 0.4 XS2281989785 AGRICULTURAL BK CHINA/NY AGRBK 1 1/4 01/19/26 China Financial 0.4 US60855RAJ95 MOLINA HEALTHCARE INC MOH 4 3/8 06/15/28 USA Consumer, Non-cyclical 0.4 US039524AA11 ARCHES BUYER INC ACOM 4 1/4 06/01/28 USA Communications 0.4 XS2356380373 DAE FUNDING LLC DUBAEE 1.55 08/01/24 UAE Industrial 0.4 US57165PAB13 MARRIOTT OWNERSHIP/ILG VAC 6 1/2 09/15/26 USA Consumer, Cyclical 0.4 US70052LAB99 PARK INTERMED HOLDINGS PK 5 7/8 10/01/28 USA Financial 0.4 US703343AC76 PATRICK INDUSTRIES INC PATK 7 1/2 10/15/27 USA Industrial 0.4 XS2306847232 REC LIMITED RECLIN 2 1/4 09/01/26 India Financial 0.4 US718286BM88 REPUBLIC OF PHILIPPINES PHILIP 6 1/4 01/14/36 Philippines Sovereign 0.4 US599191AA16 MILEAGE PLUS HLDINGS LLC UAL 6 1/2 06/20/27 USA Consumer, Cyclical 0.4 USY8137FAQ10 REPUBLIC OF SRI LANKA SRILAN 6.35 06/28/24 Sri Lanka Sovereign 0.4 US740212AM74 PRECISION DRILLING CORP PDCN 6 7/8 01/15/29 Canada Energy 0.4 XS2297220423 ARAB REPUBLIC OF EGYPT EGYPT 3 7/8 02/16/26 Egypt Sovereign 0.4 US91086QBE70 UNITED MEXICAN STATES MEX 5.55 01/21/45 Mexico Sovereign 0.4 US71568QAP28 PERUSAHAAN LISTRIK NEGAR PLNIJ 4 06/30/50 Indonesia Utilities 0.4 US436440AP62 HOLOGIC INC HOLX 3 1/4 02/15/29 USA Consumer, Non-cyclical 0.4 USP3R94GAY57 CORP FINANCIERA DE DESAR COFIDE 2.4 09/28/27 Peru Financial 0.4 US87973RAW07 TEMASEK FINANCIAL I LTD TEMASE 2 1/2 10/06/70 Singapore Financial 0.4 US88032XAV64 TENCENT HOLDINGS LTD TENCNT 3.24 06/03/50 China Communications 0.4 US87422VAF58 TALEN ENERGY SUPPLY LLC TLN 7 1/4 05/15/27 USA Utilities 0.4 US25525PAB31 DIVERSIFIED HEALTHCARE T DHC 4 3/8 03/01/31 USA Financial 0.4 XS2270576619 KINGDOM OF MOROCCO MOROC 2 3/8 12/15/27 Morocco Sovereign 0.4 XS2101558307 UNICREDIT SPA UCGIM 2.731 01/15/32 Italy Financial 0.4 USY00284AW20 AIRPORT AUTHORITY HK HKAA 1 5/8 02/04/31 Hong Kong Sovereign Agency 0.4 USY4949FAF28 KOREA SOUTHERN POWER KOSOPW 0 3/4 01/27/26 South Korea Utilities 0.4 US700677AR89 PARK-OHIO INDUSTRIES INC PKOH 6 5/8 04/15/27 USA Industrial 0.4 US737446AN44 POST HOLDINGS INC POST 5 5/8 01/15/28 USA Consumer, Non-cyclical 0.4 US91832VAA26 VOC ESCROW LTD VIKCRU 5 02/15/28 USA Consumer, Cyclical 0.4 US853496AH04 STANDARD INDUSTRIES INC BMCAUS 3 3/8 01/15/31 USA Industrial 0.4 US87612BBG68 TARGA RESOURCES PARTNERS NGLS 5 01/15/28 USA Energy 0.4 XS2297226545 ARAB REPUBLIC OF EGYPT EGYPT 5 7/8 02/16/31 Egypt Sovereign 0.4 US03690AAF30 ANTERO MIDSTREAM PART/FI AM 5 3/4 01/15/28 USA Energy 0.4 US460599AD57 INTERNATIONAL GAME TECH IGT 6 1/4 01/15/27 USA Consumer, Cyclical 0.4 XS1506085114 THETA CAPITAL PTE LTD LPKRIJ 6 3/4 10/31/26 Indonesia Financial 0.4 US46116VAE56 STONEX GROUP INC SNEX 8 5/8 06/15/25 USA Financial 0.4 US70339PAA75 PATTERN ENERGY OP LP/PAT PEGI 4 1/2 08/15/28 USA Utilities 0.4 US415864AM90 HARSCO CORP HSC 5 3/4 07/31/27 USA Industrial 0.4 XS2055089457 UNICREDIT SPA UCGIM 2 09/23/29 Italy Financial 0.4 IDG000010208 INDONESIA GOVERNMENT INDOGB 5 5/8 05/15/23 Indonesia Sovereign 0.4 US88167AAE10 TEVA PHARMACEUTICALS NE TEVA 3.15 10/01/26 Israel Consumer, Non-cyclical 0.4 US900123DC14 REPUBLIC OF TURKEY TURKEY 5 7/8 06/26/31 Turkey Sovereign 0.4 US44106MAW29 SERVICE PROPERTIES TRUST SVC 4.95 02/15/27 USA Financial 0.4 US900123CJ75 REPUBLIC OF TURKEY TURKEY 4 1/4 04/14/26 Turkey Sovereign 0.4 XS1912655054 RUSHYDRO (RUSHYDRO CAP) HYDRRM 6 1/8 11/21/21 Russia Utilities 0.4 XS2010044977 NGG FINANCE PLC NGGLN 1 5/8 12/05/79 England Utilities 0.4 XS2270576965 KINGDOM OF MOROCCO MOROC 3 12/15/32 Morocco Sovereign 0.4 US44810RAA68 HUSKY III HOLDING LTD HUSKYI 13 02/15/25 Canada Industrial 0.4 US629377CH34 NRG ENERGY INC NRG 5 1/4 06/15/29 USA Utilities 0.4 XS2302929901 FIN DEPT GOVT SHARJAH SHJGOV 4 3/8 03/10/51 UAE Sovereign 0.4 US53225HAC43 LIGADO NETWORKS LLC NEWLSQ 17 1/2 05/01/24 USA Communications 0.4 US36168QAK04 GFL ENVIRONMENTAL INC GFLCN 3 3/4 08/01/25 Canada Industrial 0.4 USP84641AC65 PROVINCE OF SANTA FE PROVSF 7 03/23/23 Argentina Regional Authority 0.4 XS0290125391 PROVINCIA DE BUENOS AIRE BUENOS 9 5/8 04/18/28 Argentina Regional Authority 0.4 US626738AD06 MURPHY OIL USA INC MUSA 5 5/8 05/01/27 USA Consumer, Cyclical 0.4 XS2063247915 BANCO SANTANDER SA SANTAN 0.3 10/04/26 Spain Financial 0.4 US75041VAA26 RADIOLOGY PARTNERS INC RADPAR 9 1/4 02/01/28 USA Consumer, Non-cyclical 0.4 US984245AW02 YPF SOCIEDAD ANONIMA YPFDAR 1 1/2 09/30/33 Argentina Energy 0.4 US78454LAP58 SM ENERGY CO SM 6 5/8 01/15/27 USA Energy 0.4 US836205AV60 REPUBLIC OF SOUTH AFRICA SOAF 5 10/12/46 South Africa Sovereign 0.4 XS2300293003 CELLNEX FINANCE CO SA CLNXSM 2 02/15/33 Spain Industrial 0.4 FR0011401728 ELECTRICITE DE FRANCE SA EDF 6 PERP France Utilities 0.4 US26885BAC46 EQM MIDSTREAM PARTNERS L EQM 5 1/2 07/15/28 USA Energy 0.4 US74101XAE04 PRESIDIO HOLDING INC PSDO 4 7/8 02/01/27 USA Technology 0.4 XS2346158822 ZHENRO PROPERTIES GROUP ZHPRHK 7.1 09/10/24 China Financial 0.4 US29254BAA52 ENCINO ACQUISITION PARTN ENCIAC 8 1/2 05/01/28 USA Energy 0.4 US589433AB71 MEREDITH CORP MDP 6 7/8 02/01/26 USA Communications 0.4 USP3579EBD87 DOMINICAN REPUBLIC DOMREP 5 1/2 01/27/25 Dominican Republic Sovereign 0.4 USP48863AE77 GOVERNMENT OF GRENADA GRENAD 7 05/12/30 Grenada Sovereign 0.4 US958278AA10 WESTERN GLOBAL AIRLINES WGALLC 10 3/8 08/15/25 USA Industrial 0.4 XS2233088132 HAMBURGER HOCHBAHN AG HHOCGR 0 1/8 02/24/31 Germany Industrial 0.4 US44106MAQ50 SERVICE PROPERTIES TRUST SVC 5 08/15/22 USA Financial 0.4

Page 26 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US48850PAA21 KEN GARFF AUTOMOTIVE LLC KENGAR 4 7/8 09/15/28 USA Consumer, Cyclical 0.4 US82666QAA31 SIGNAL PARENT INC INTLGR 6 1/8 04/01/29 USA Consumer, Non-cyclical 0.4 XS2333565815 DUFRY ONE BV DUFNSW 3 5/8 04/15/26 Switzerland Consumer, Cyclical 0.4 US11283YAB65 BROOKFIELD RESID PROPERT BRPCN 6 1/4 09/15/27 Canada Consumer, Cyclical 0.4 US958254AH78 WESTERN MIDSTREAM OPERAT WES 4 1/2 03/01/28 USA Energy 0.4 US031921AA74 AMWINS GROUP INC AMWINS 7 3/4 07/01/26 USA Financial 0.4 XS0686701953 REPUBLIC OF NAMIBIA REPNAM 5 1/2 11/03/21 Namibia Sovereign 0.4 XS0903532090 NGG FINANCE PLC NGGLN 5 5/8 06/18/73 England Utilities 0.4 US146869AF95 CARVANA CO CVNA 5 1/2 04/15/27 USA Consumer, Cyclical 0.4 US345397ZU05 FORD MOTOR CREDIT CO LLC F 3.35 11/01/22 USA Consumer, Cyclical 0.4 US11135RAA32 BROADSTREET PARTNERS INC BROPAR 5 7/8 04/15/29 USA Financial 0.4 DK0030348602 HESALIGHT AS HESALT 7 12/12/19 Denmark Technology 0.4 US28618MAA45 ELEMENT SOLUTIONS INC ESI 3 7/8 09/01/28 USA Basic Materials 0.4 US65336YAN31 NEXSTAR BROADCASTING INC NXST 4 3/4 11/01/28 USA Communications 0.4 US893647BH98 TRANSDIGM INC TDG 7 1/2 03/15/27 USA Industrial 0.4 XS2207514063 FIN DEPT GOVT SHARJAH SHJGOV 4 07/28/50 UAE Sovereign 0.4 XS1953271225 UNICREDIT SPA UCGIM 4 7/8 02/20/29 Italy Financial 0.4 US11283YAG52 BROOKFIELD RESID PROPERT BRPCN 5 06/15/29 Canada Consumer, Cyclical 0.4 US84762LAV71 SPECTRUM BRANDS INC SPB 5 10/01/29 USA Consumer, Non-cyclical 0.4 US345397ZX44 FORD MOTOR CREDIT CO LLC F 4.063 11/01/24 USA Consumer, Cyclical 0.4 US03969YAA64 ARDAGH METAL PACKAGING AMPBEV 3 1/4 09/01/28 USA Industrial 0.4 US151290BW27 CEMEX SAB DE CV CEMEX 7 3/8 06/05/27 Mexico Industrial 0.4 US172441BD81 CINEMARK USA INC CNK 5 7/8 03/15/26 USA Consumer, Cyclical 0.4 US25470XAY13 DISH DBS CORP DISH 7 3/4 07/01/26 USA Communications 0.4 US013817AJ05 HOWMET AEROSPACE INC HWM 5.9 02/01/27 USA Industrial 0.4 US29355XAG25 ENPRO INDUSTRIES INC NPO 5 3/4 10/15/26 USA Industrial 0.4 USP6629MAB83 MEXICO CITY ARPT TRUST MEXCAT 5 1/2 10/31/46 Mexico Industrial 0.4 US22788CAA36 CROWDSTRIKE HOLDINGS INC CRWD 3 02/15/29 USA Technology 0.4 US651229AW64 NEWELL BRANDS INC NWL 4.2 04/01/26 USA Consumer, Cyclical 0.4 US90353TAG58 UBER TECHNOLOGIES INC UBER 6 1/4 01/15/28 USA Communications 0.4 XS1935256369 TELECOM ITALIA SPA TITIM 4 04/11/24 Italy Communications 0.4 US42239PAA75 HADRIAN MERGER SUB HEARTL 8 1/2 05/01/26 USA Consumer, Non-cyclical 0.4 US34960PAC59 FORTRESS TRANS & INFRAST FTAI 9 3/4 08/01/27 USA Industrial 0.4 US63938CAJ71 NAVIENT CORP NAVI 6 3/4 06/15/26 USA Financial 0.4 USL9412AAA53 ULTRAPAR INTERNATIONL SA UGPABZ 5 1/4 10/06/26 Brazil Energy 0.4 US151290BX00 CEMEX SAB DE CV CEMEX 5.2 09/17/30 Mexico Industrial 0.4 XS2291905474 JAPAN FIN ORG MUNICIPAL JFM 0.01 02/02/28 Japan Regional Agencies 0.4 US50077LAV80 KRAFT HEINZ FOODS CO KHC 3 3/4 04/01/30 USA Consumer, Non-cyclical 0.4 US097751BV25 BOMBARDIER INC BBDBCN 7 1/8 06/15/26 Canada Industrial 0.4 US988498AL59 YUM! BRANDS INC YUM 4 3/4 01/15/30 USA Consumer, Cyclical 0.4 US615394AM52 MOOG INC MOGA 4 1/4 12/15/27 USA Industrial 0.4 US914906AS13 UNIVISION COMMUNICATIONS UVN 5 1/8 02/15/25 USA Communications 0.4 US225436AA21 CREDIT SUISSE GROUP AG CS 6 1/4 PERP Switzerland Financial 0.4 US29261AAA88 ENCOMPASS HEALTH CORP EHC 4 1/2 02/01/28 USA Consumer, Non-cyclical 0.4 XS2036387525 ARDAGH PKG FIN/HLDGS USA ARGID 2 1/8 08/15/26 USA Industrial 0.4 XS1645722262 ATLANTIA SPA ATLIM 1 7/8 07/13/27 Italy Consumer, Non-cyclical 0.4 US44267DAF42 HOWARD HUGHES CORP HHC 4 3/8 02/01/31 USA Financial 0.4 US86024TAA51 STEVENS HOLDING CO INC AIMC 6 1/8 10/01/26 USA Industrial 0.4 US345397XL24 FORD MOTOR CREDIT CO LLC F 4.134 08/04/25 USA Consumer, Cyclical 0.4 US87952VAM81 TELESAT CANADA/TELESAT L TELSAT 6 1/2 10/15/27 Canada Communications 0.4 US50076XAC56 KRATON POLYMERS LLC/CAP KRA 4 1/4 12/15/25 USA Basic Materials 0.4 US460919AB94 INTERTAPE POLYMER GROUP ITPCN 4 3/8 06/15/29 Canada Industrial 0.4 US03938LAP94 ARCELORMITTAL MTNA 7 10/15/39 Luxembourg Basic Materials 0.4 US12598FAA75 CPI CG INC PMTS 8 5/8 03/15/26 USA Consumer, Non-cyclical 0.4 US66981QAA40 BRUNDAGE-BONE CONCRETE BBCP 6 02/01/26 USA Industrial 0.4 US470160CA80 GOVERNMENT OF JAMAICA JAMAN 6 3/4 04/28/28 Jamaica Sovereign 0.4 US68245XAP42 1011778 BC / NEW RED FIN BCULC 3 1/2 02/15/29 Canada Consumer, Cyclical 0.4 US86389QAE26 STUDIO CITY FINANCE LTD STCITY 6 07/15/25 Macau Consumer, Cyclical 0.4 US015514AA05 MODULAIRE GLOBAL FIN 2 ALGSCO 10 08/15/23 England Consumer, Cyclical 0.4 US00623PAA93 ADAMS HOMES INC AHOMES 7 1/2 02/15/25 USA Consumer, Cyclical 0.4 US04364VAR42 ASCENT RESOURCES/ARU FIN ASCRES 8 1/4 12/31/28 USA Energy 0.4 US185899AK74 CLEVELAND-CLIFFS INC CLF 4 5/8 03/01/29 USA Basic Materials 0.4 XS2030531938 YANLORD LAND HK CO LTD YLLGSP 6.8 02/27/24 China Financial 0.4 US15138AAA88 CENTENNIAL RESOURCE PROD CENREP 5 3/8 01/15/26 USA Energy 0.4 XS2249894234 ADEVINTA ASA ADEBNO 3 11/15/27 France Communications 0.4 US682691AB63 ONEMAIN FINANCE CORP OMF 3 1/2 01/15/27 USA Financial 0.4 US58547DAC39 MELCO RESORTS FINANCE MPEL 5 5/8 07/17/27 Hong Kong Consumer, Cyclical 0.4 XS0201817292 MAX TWO LIMITED MAXLTD 5.7 04/02/24 Jersey Energy 0.4 US1248EPBX05 CCO HLDGS LLC/CAP CORP CHTR 5 02/01/28 USA Communications 0.4 US626738AE88 MURPHY OIL USA INC MUSA 4 3/4 09/15/29 USA Consumer, Cyclical 0.4 US00842XAA72 AFFINITY GAMING AFFGAM 6 7/8 12/15/27 USA Consumer, Cyclical 0.4 US24665FAC68 DELEK LOG PART/FINANCE DKL 7 1/8 06/01/28 USA Energy 0.4 USP01012BX31 REPUBLIC OF EL SALVADOR ELSALV 8 5/8 02/28/29 El Salvador Sovereign 0.4 US629571AB69 NABORS INDUSTRIES LTD NBR 7 1/2 01/15/28 USA Energy 0.4 USN15516AD40 BRASKEM NETHERLANDS BRASKM 4 1/2 01/31/30 Brazil Basic Materials 0.4 US58065PAA21 MCG HILL/MCG GLB ED FIN MCGMCG 8 11/30/24 USA Communications 0.4 US33767DAB10 FIRSTCASH INC FCFS 4 5/8 09/01/28 USA Consumer, Cyclical 0.4 US402635AP10 GULFPORT ENERGY CORP GPOR 6 3/8 01/15/26 USA Energy 0.4 US47232MAE21 JEFFERIES FIN LLC / JFIN JEFFIN 6 1/4 06/03/26 USA Financial 0.4 US01741RAH57 ALLEGHENY TECHNOLOGIES ATI 5 7/8 12/01/27 USA Basic Materials 0.4 US98313RAD89 WYNN MACAU LTD WYNMAC 5 1/2 10/01/27 Macau Consumer, Cyclical 0.4 DE000DL19VB0 DEUTSCHE BANK AG DB 5 5/8 05/19/31 Germany Financial 0.4 US718286BD89 REPUBLIC OF PHILIPPINES PHILIP 6 3/8 01/15/32 Philippines Sovereign 0.4 US91153LAA52 UNITED WHOLESALE MTGE LL UNSHFI 5 1/2 11/15/25 USA Financial 0.4 US28414HAE36 ELANCO ANIMAL HEALTH INC ELAN 4.272 08/28/23 USA Consumer, Non-cyclical 0.4 US46272EAA10 IRIS HOLDINGS INC IPHS 8 3/4 02/15/26 USA Basic Materials 0.4 US345397ZB24 FORD MOTOR CREDIT CO LLC F 4.14 02/15/23 USA Consumer, Cyclical 0.4 XS2140041786 SUNNY EXPRESS CHITRA 3 1/8 04/23/30 China Consumer, Cyclical 0.4 US35671DAZ87 FREEPORT-MCMORAN INC FCX 3 7/8 03/15/23 USA Basic Materials 0.4 US24718PAA57 BORGWARNER TECHNOLOGIES DLPH 5 10/01/25 USA Consumer, Cyclical 0.4 US44055PAA49 HORIZON THERAPEUTICS USA HZNP 5 1/2 08/01/27 USA Consumer, Non-cyclical 0.4 US01021FAA75 AKUMIN INC AKUCN 7 11/01/25 USA Consumer, Non-cyclical 0.4 XS2064643484 MOTION BONDCO DAC MERLLN 4 1/2 11/15/27 England Consumer, Cyclical 0.4 XS1980255936 ARAB REPUBLIC OF EGYPT EGYPT 6 3/8 04/11/31 Egypt Sovereign 0.4 US094234AA90 BLOOMIN' BRANDS INC/OSI BLMN 5 1/8 04/15/29 USA Consumer, Cyclical 0.4 XS2138128314 ALTICE FRANCE HOLDING SA SFRFP 8 05/15/27 Luxembourg Communications 0.4

Page 27 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US168863CE60 REPUBLIC OF CHILE CHILE 3.86 06/21/47 Chile Sovereign 0.4 XS2249859328 SELECTA GROUP BV SELNSW 10 07/01/26 Switzerland Industrial 0.4 US29336UAG22 ENLINK MIDSTREAM PARTNER ENLK 5.45 06/01/47 USA Energy 0.4 US909214BV97 UNISYS CORP UIS 6 7/8 11/01/27 USA Technology 0.4 US345397ZQ92 FORD MOTOR CREDIT CO LLC F 5.584 03/18/24 USA Consumer, Cyclical 0.4 US88033GCN88 TENET HEALTHCARE CORP THC 6 3/4 06/15/23 USA Consumer, Non-cyclical 0.4 US7846ELAC16 SPCM SA SNFF 4 7/8 09/15/25 France Basic Materials 0.4 US01771YAA82 ALLEN MEDIA LLC/CO-ISSR ALNMED 10 1/2 02/15/28 USA Consumer, Cyclical 0.4 US749571AF20 RHP HOTEL PPTY/RHP FINAN RHP 4 3/4 10/15/27 USA Financial 0.4 US55354GAM24 MSCI INC MSCI 3 5/8 11/01/31 USA Technology 0.4 US78454LAW00 SM ENERGY CO SM 6 1/2 07/15/28 USA Energy 0.4 USY2029SAH77 REPUBLIC OF SRI LANKA SRILAN 5 7/8 07/25/22 Sri Lanka Sovereign 0.3 XS2230399441 AIB GROUP PLC AIB 2 7/8 05/30/31 Ireland Financial 0.3 US50168AAA88 LABL ESCROW ISSUER LLC WSPKHD 10 1/2 07/15/27 USA Industrial 0.3 US00213MAV63 APX GROUP INC APXSEC 6 3/4 02/15/27 USA Consumer, Non-cyclical 0.3 US013092AD31 ALBERTSONS COS/SAFEWAY ACI 3 1/2 02/15/23 USA Consumer, Non-cyclical 0.3 US61978XAA54 MOTION BONDCO DAC MERLLN 6 5/8 11/15/27 England Consumer, Cyclical 0.3 US750098AA35 RACKSPACE TECHNOLOGY RAX 5 3/8 12/01/28 USA Technology 0.3 US988498AM33 YUM! BRANDS INC YUM 7 3/4 04/01/25 USA Consumer, Cyclical 0.3 XS0193945655 AUTOSTRADE PER L'ITALIA ATOSTR 5 7/8 06/09/24 Italy Consumer, Non-cyclical 0.3 US37946R3075 GLOBAL PARTNERS LP GLP 9 1/2 PERP USA Utilities 0.3 XS1821883102 NETFLIX INC NFLX 3 5/8 05/15/27 USA Communications 0.3 US92769XAR61 VIRGIN MEDIA SECURED FIN VMED 4 1/2 08/15/30 England Communications 0.3 US852234AL72 SQUARE INC SQ 2 3/4 06/01/26 USA Consumer, Non-cyclical 0.3 US98372MAA36 XHR LP XHR 6 3/8 08/15/25 USA Financial 0.3 US89616RAB50 TRIDENT TPI HOLDINGS INC TEKNI 9 1/4 08/01/24 USA Industrial 0.3 US48666KAZ21 KB HOME KBH 4 06/15/31 USA Consumer, Cyclical 0.3 US126307BK24 CSC HOLDINGS LLC CSCHLD 5 11/15/31 USA Communications 0.3 US45569KAA16 INDIGO MERGER SUB INC ICLR 2 7/8 07/15/26 Ireland Consumer, Non-cyclical 0.3 FR0011697028 ELECTRICITE DE FRANCE SA EDF 5 PERP France Utilities 0.3 US50076QAE61 KRAFT HEINZ FOODS CO KHC 5 06/04/42 USA Consumer, Non-cyclical 0.3 US25470XAW56 DISH DBS CORP DISH 5 7/8 11/15/24 USA Communications 0.3 US037411BJ37 APACHE CORP APA 4 7/8 11/15/27 USA Energy 0.3 DE000CZ40LD5 COMMERZBANK AG CMZB 4 03/23/26 Germany Financial 0.3 US037411BG97 APACHE CORP APA 5.35 07/01/49 USA Energy 0.3 US51602UAD00 LANNETT CO INC LCI 7 3/4 04/15/26 USA Consumer, Non-cyclical 0.3 IL0011321820 DELEK & AVNER TAMAR BD DEVTAM 5.412 12/30/25 Israel Energy 0.3 US143658AH53 CARNIVAL CORP CCL 6.65 01/15/28 USA Consumer, Cyclical 0.3 US56085RAA86 MAJORDRIVE HOLDINGS IV L CLUCAR 6 3/8 06/01/29 USA Consumer, Cyclical 0.3 XS2278566299 AUTOSTRADE PER L'ITALIA ATOSTR 2 01/15/30 Italy Consumer, Non-cyclical 0.3 US03755LAC81 CHAMPIONX CORP CHX 6 3/8 05/01/26 USA Energy 0.3 US87264ABR59 T-MOBILE USA INC TMUS 2 1/4 02/15/26 USA Communications 0.3 XS1586230481 LEBANESE REPUBLIC LEBAN 7 03/23/32 Lebanon Sovereign 0.3 US247361ZT81 DELTA AIR LINES INC DAL 3 3/4 10/28/29 USA Consumer, Cyclical 0.3 US02376RAC60 AMERICAN AIRLINES GROUP AAL 5 06/01/22 USA Consumer, Cyclical 0.3 US04364VAU70 ASCENT RESOURCES/ARU FIN ASCRES 5 7/8 06/30/29 USA Energy 0.3 US896818AS01 TRIUMPH GROUP INC TGI 8 7/8 06/01/24 USA Industrial 0.3 US62888HAA77 NCL FINANCE LTD NCLH 6 1/8 03/15/28 USA Consumer, Cyclical 0.3 XS1050461034 TELEFONICA EUROPE BV TELEFO 5 7/8 PERP Spain Communications 0.3 US44106MBB72 SERVICE PROPERTIES TRUST SVC 4.95 10/01/29 USA Financial 0.3 US35671DCD57 FREEPORT-MCMORAN INC FCX 5 1/4 09/01/29 USA Basic Materials 0.3 US14985VAE11 CCM MERGER INC MOTOR 6 3/8 05/01/26 USA Consumer, Cyclical 0.3 US527298BS18 LEVEL 3 FINANCING INC LVLT 3 5/8 01/15/29 USA Communications 0.3 US87901BAB80 ALTERA INFRA/TEEKAY OFC TOO 8 1/2 07/15/23 USA Industrial 0.3 US88033GDG29 TENET HEALTHCARE CORP THC 4 5/8 06/15/28 USA Consumer, Non-cyclical 0.3 XS2343001991 CHROME HOLDCO CERBA 5 05/31/29 France Consumer, Non-cyclical 0.3 US94107JAA16 WASTE PRO USA INC WASPRO 5 1/2 02/15/26 USA Industrial 0.3 US42329HAA68 HELIOS SOFT/ION CORP SOL IONCOR 4 5/8 05/01/28 USA Technology 0.3 XS1597295838 FOUR FINANCE SA FOURFN 10 3/4 05/01/22 Cyprus Financial 0.3 US384637AA23 GRAHAM HOLDINGS CO GHC 5 3/4 06/01/26 USA Consumer, Non-cyclical 0.3 US96950GAE26 WILLIAMS SCOTSMAN INTL WLSC 4 5/8 08/15/28 USA Consumer, Cyclical 0.3 US682691AA80 ONEMAIN FINANCE CORP OMF 4 09/15/30 USA Financial 0.3 XS2332250708 ORGANON & CO/ORG OGN 2 7/8 04/30/28 USA Consumer, Non-cyclical 0.3 US86881WAD48 SURGERY CENTER HOLDINGS SURCEN 10 04/15/27 USA Consumer, Non-cyclical 0.3 US29272WAD11 ENERGIZER HOLDINGS INC ENR 4 3/8 03/31/29 USA Industrial 0.3 US879068AB03 TEINE ENERGY LTD TEINEN 6 7/8 04/15/29 Canada Energy 0.3 US26885BAE02 EQM MIDSTREAM PARTNERS L EQM 6 1/2 07/15/48 USA Energy 0.3 US390607AF62 GREAT LAKES DREDGE&DOCK GLDD 5 1/4 06/01/29 USA Industrial 0.3 XS1933828433 TELEFONICA EUROPE BV TELEFO 4 3/8 PERP Spain Communications 0.3 XS1273033719 ST SAVINGS BK (SSB #1) OSCHAD 9 3/8 03/10/23 Ukraine Financial 0.3 US00653VAC54 ADAPTHEALTH LLC ADAHEA 4 5/8 08/01/29 USA Consumer, Non-cyclical 0.3 US48666KAX72 KB HOME KBH 6 7/8 06/15/27 USA Consumer, Cyclical 0.3 US958254AD64 WESTERN MIDSTREAM OPERAT WES 5.45 04/01/44 USA Energy 0.3 US91835HAA05 VM CONSOLIDATED INC AMETRA 5 1/2 04/15/29 USA Industrial 0.3 US451102BQ92 ICAHN ENTERPRISES/FIN IEP 6 3/8 12/15/25 USA Financial 0.3 XS1206977495 UNIPOL GRUPPO SPA UNIIM 3 03/18/25 Italy Financial 0.3 XS1497606365 TELECOM ITALIA SPA TITIM 3 09/30/25 Italy Communications 0.3 XS1405784015 KRAFT HEINZ FOODS CO KHC 2 1/4 05/25/28 USA Consumer, Non-cyclical 0.3 US65158NAB82 NEWMARK GROUP INC NMRK 6 1/8 11/15/23 USA Financial 0.3 US489399AL90 KENNEDY-WILSON INC KW 4 3/4 03/01/29 USA Financial 0.3 XS2277549155 YUZHOU GROUP YUZHOU 6.35 01/13/27 China Financial 0.3 US21925DAA72 CORNERSTONE BUILDING CNR 6 1/8 01/15/29 USA Industrial 0.3 US056623AA98 BAFFINLAND IRON CORP/LP BIMCN 8 3/4 07/15/26 Canada Basic Materials 0.3 XS1774694597 INTL FINANCE CORP IFC 0 02/22/38 Multinational Supranational Bank 0.3 US247361ZX93 DELTA AIR LINES INC DAL 7 05/01/25 USA Consumer, Cyclical 0.3 IDG000012006 INDONESIA GOVERNMENT INDOGB 8 3/8 03/15/24 Indonesia Sovereign 0.3 US345397A456 FORD MOTOR CREDIT CO LLC F 4.271 01/09/27 USA Consumer, Cyclical 0.3 US513075BT73 LAMAR MEDIA CORP LAMR 4 02/15/30 USA Communications 0.3 US11283YAD22 BROOKFIELD RESID PROPERT BRPCN 4 7/8 02/15/30 Canada Consumer, Cyclical 0.3 XS1139494493 NATURGY FINANCE BV NTGYSM 4 1/8 PERP Spain Utilities 0.3 US024747AF43 ABC SUPPLY CO INC ABCSUP 4 01/15/28 USA Consumer, Cyclical 0.3 US59151KAL26 METHANEX CORP MXCN 5 1/4 12/15/29 Canada Basic Materials 0.3 DE000DB7XJJ2 DEUTSCHE BANK AG DB 2 3/4 02/17/25 Germany Financial 0.3 US33936YAC93 FLEX ACQUISITION CO INC FLXACQ 7 7/8 07/15/26 USA Industrial 0.3 US185899AL57 CLEVELAND-CLIFFS INC CLF 4 7/8 03/01/31 USA Basic Materials 0.3 US73103PAA57 POLAR US BORROWER LLC SIGRP 6 3/4 05/15/26 USA Basic Materials 0.3

Page 28 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US153527AM88 CENTRAL GARDEN & PET CO CENT 5 1/8 02/01/28 USA Consumer, Non-cyclical 0.3 US626717AG73 MURPHY OIL CORP MUR 5 1/8 12/01/42 USA Energy 0.3 US83419MAA09 SOLARIS MIDSTREAM HOLDIN SOLWAT 7 5/8 04/01/26 USA Utilities 0.3 XS1169832810 TELECOM ITALIA SPA TITIM 3 1/4 01/16/23 Italy Communications 0.3 US89055FAB94 TOPBUILD CORP BLD 3 5/8 03/15/29 USA Industrial 0.3 US03969AAP57 ARDAGH PKG FIN/HLDGS USA ARGID 5 1/4 08/15/27 USA Industrial 0.3 US77340RAM97 ROCKIES EXPRESS PIPELINE ROCKIE 6 7/8 04/15/40 USA Energy 0.3 US05608QAA58 BY CROWN PARENT/BY BOND BLYNDR 4 1/4 01/31/26 USA Technology 0.3 XS0909773268 STOREBRAND LIVSFORSIKRIN STBNO 6 7/8 04/04/43 Norway Financial 0.3 US85207UAK16 SPRINT CORP S 7 5/8 03/01/26 USA Communications 0.3 US87356LAA89 TACORA RESOURCES INC TACORA 8 1/4 05/15/26 Canada Basic Materials 0.3 US003000AA44 ABERCROMBIE & FITCH MANA ANF 8 3/4 07/15/25 USA Consumer, Cyclical 0.3 XS2210014788 STONEGATE PUB FIN STONPB 8 1/4 07/31/25 England Consumer, Cyclical 0.3 XS1795406575 TELEFONICA EUROPE BV TELEFO 3 PERP Spain Communications 0.3 US29272WAC38 ENERGIZER HOLDINGS INC ENR 4 3/4 06/15/28 USA Industrial 0.3 DE000A14J7G6 ZF NA CAPITAL ZFFNGR 2 3/4 04/27/23 Germany Consumer, Cyclical 0.3 US38748YAA01 GRANITE US HOLDINGS CORP HOWDEN 11 10/01/27 USA Industrial 0.3 US822538AG91 SHELF DRILL HOLD LTD SHLFDI 8 7/8 11/15/24 UAE Energy 0.3 US91349WAB46 UNIVERSAL ENTERTAINMENT UETMF 8 1/2 12/11/24 Japan Consumer, Cyclical 0.3 US50076QAR74 KRAFT HEINZ FOODS CO KHC 6 7/8 01/26/39 USA Consumer, Non-cyclical 0.3 XS1811213781 SOFTBANK GROUP CORP SOFTBK 4 04/20/23 Japan Communications 0.3 US445587AE85 HUNT COS INC HUNTCO 5 1/4 04/15/29 USA Financial 0.3 XS2249057261 ASIAN DEVELOPMENT BANK ASIA 15 11/01/21 Multinational Supranational Bank 0.3 US228187AB66 CROWN AMER/CAP CORP VI CCK 4 3/4 02/01/26 USA Industrial 0.3 IDG000013509 INDONESIA GOVERNMENT INDOGB 7 1/2 06/15/35 Indonesia Sovereign 0.3 US92552VAL45 VIASAT INC VSAT 5 5/8 04/15/27 USA Communications 0.3 US858912AF50 STERICYCLE INC SRCL 5 3/8 07/15/24 USA Industrial 0.3 CH0558521263 UBS GROUP AG UBS 5 1/8 PERP Switzerland Financial 0.3 US410345AN24 HANESBRANDS INC HBI 5 3/8 05/15/25 USA Consumer, Cyclical 0.3 US74736KAJ07 QORVO INC QRVO 3 3/8 04/01/31 USA Technology 0.3 XS0559237796 LEBANESE REPUBLIC LEBAN 6.1 10/04/22 Lebanon Sovereign 0.3 XS2213954766 POWERLONG REAL ESTATE PWRLNG 6 1/4 08/10/24 China Financial 0.3 US82088KAE82 SHEA HOMES LP/FNDG CP SHEAHM 4 3/4 02/15/28 USA Consumer, Cyclical 0.3 US37960BAA35 GLOBAL MEDICAL RESPONSE AIMEGR 6 1/2 10/01/25 USA Consumer, Non-cyclical 0.3 USP5015VAD84 REPUBLIC OF GUATEMALA GUATEM 5 3/4 06/06/22 Guatemala Sovereign 0.3 US00033AAA60 AAG FH LP/AAG FH FINCO AAGFHL 9 3/4 07/15/24 Canada Consumer, Cyclical 0.3 XS2077670003 BAYER AG BAYNGR 2 3/8 11/12/79 Germany Consumer, Non-cyclical 0.3 US345397A787 FORD MOTOR CREDIT CO LLC F 3.37 11/17/23 USA Consumer, Cyclical 0.3 US89385AAA34 TRANSOCEAN SENTRY LTD RIG 5 3/8 05/15/23 USA Energy 0.3 XS1731823255 TELEFONICA EUROPE BV TELEFO 2 5/8 PERP Spain Communications 0.3 US911363AM11 UNITED RENTALS NORTH AM URI 3 7/8 02/15/31 USA Consumer, Non-cyclical 0.3 TRT080328T15 TURKEY GOVERNMENT BOND TURKGB 12.4 03/08/28 Turkey Sovereign 0.3 US21925AAE55 CORNERSTONE CHEMICAL CO CRNRCH 6 3/4 08/15/24 USA Basic Materials 0.3 XS2265369657 DEUTSCHE LUFTHANSA AG LHAGR 3 05/29/26 Germany Consumer, Cyclical 0.3 US345397B512 FORD MOTOR CREDIT CO LLC F 2.9 02/16/28 USA Consumer, Cyclical 0.3 US13057QAH02 CALIFORNIA RESOURCES CRP CRC 7 1/8 02/01/26 USA Energy 0.3 BE6325871166 HOUSE OF HR HOUSEH 7 1/2 01/15/27 Belgium Consumer, Non-cyclical 0.3 US674599CP81 OCCIDENTAL PETROLEUM COR OXY 2.7 08/15/22 USA Energy 0.3 XS0217249126 REPUBLIC OF VENEZUELA VENZ 7.65 04/21/25 Venezuela Sovereign 0.3 FR00140007L3 VEOLIA ENVIRONNEMENT SA VIEFP 2 1/2 PERP France Utilities 0.3 US343412AF90 FLUOR CORP FLR 4 1/4 09/15/28 USA Industrial 0.3 XS2326497802 DOUGLAS GMBH DOUGR 6 04/08/26 Germany Consumer, Cyclical 0.3 USP79171AE79 PROVINCIA DE CORDOBA PDCAR 5 06/01/27 Argentina Regional Authority 0.3 US172967KM26 CITIGROUP INC C 6 1/4 PERP USA Financial 0.3 US577081BD37 MATTEL INC MAT 5 7/8 12/15/27 USA Consumer, Cyclical 0.3 US366651AG25 GARTNER INC IT 3 5/8 06/15/29 USA Consumer, Non-cyclical 0.3 XS0161100515 TELECOM ITALIA FIN SA TITIM 7 3/4 01/24/33 Italy Communications 0.3 FR0013330529 UNIBAIL-RODAMCO-WESTFLD ULFP 2 1/8 PERP France Financial 0.3 US917288BK78 REPUBLICA ORIENT URUGUAY URUGUA 4 3/8 01/23/31 Uruguay Sovereign 0.3 US29336UAC18 ENLINK MIDSTREAM PARTNER ENLK 5.6 04/01/44 USA Energy 0.3 US76009NAL47 RENT-A-CENTER INC RCII 6 3/8 02/15/29 USA Consumer, Non-cyclical 0.3 US75606DAJ00 REALOGY GROUP/CO-ISSUER RLGY 7 5/8 06/15/25 USA Financial 0.3 USP96006AE41 REPUBLICA ORIENT URUGUAY URUGUA 9 7/8 06/20/22 Uruguay Sovereign 0.3 US74112BAL99 PRESTIGE BRANDS INC PBH 5 1/8 01/15/28 USA Consumer, Non-cyclical 0.3 XS2338563716 CPUK FINANCE LTD CPKLN 4 1/2 08/28/27 England Consumer, Cyclical 0.3 XS1649634034 PROVINCIA DE BUENOS AIRE BUENOS 5 3/8 01/20/23 Argentina Regional Authority 0.3 US12513GBF54 CDW LLC/CDW FINANCE CDWC 3 1/4 02/15/29 USA Technology 0.3 US68752DAA63 ORTHO-CLINICAL INC/SA ORTCLI 7 1/4 02/01/28 USA Consumer, Non-cyclical 0.3 MYBMI1900030 MALAYSIA GOVERNMENT MGS 3.478 06/14/24 Malaysia Sovereign 0.3 FR0013428414 RENAULT SA RENAUL 1 1/4 06/24/25 France Consumer, Cyclical 0.3 US475795AE07 JELD-WEN INC JELD 6 1/4 05/15/25 USA Industrial 0.3 US44988MAA36 IRB HOLDING CORP ARGIHC 6 3/4 02/15/26 USA Consumer, Cyclical 0.3 US22282EAJ10 COVANTA HOLDING CORP CVA 5 09/01/30 USA Industrial 0.3 US87724RAB87 TAYLOR MORRISON COMM TMHC 5 3/4 01/15/28 USA Consumer, Cyclical 0.3 USY8137FAF54 REPUBLIC OF SRI LANKA SRILAN 6.825 07/18/26 Sri Lanka Sovereign 0.3 RU000A100EF5 RUSSIA GOVT BOND - OFZ RFLB 7.7 03/16/39 Russia Sovereign 0.3 US09951LAA17 BOOZ ALLEN HAMILTON INC BAH 3 7/8 09/01/28 USA Technology 0.3 USP989MJBQ34 YPF SOCIEDAD ANONIMA YPFDAR 8 1/2 03/23/25 Argentina Energy 0.3 US577081BF84 MATTEL INC MAT 3 3/4 04/01/29 USA Consumer, Cyclical 0.3 US80874YBE95 SCIENTIFIC GAMES INTERNA SGMS 7 1/4 11/15/29 USA Consumer, Cyclical 0.3 US449253AB91 IAA INC IAA 5 1/2 06/15/27 USA Consumer, Cyclical 0.3 US07556QBM69 BEAZER HOMES USA BZH 6 3/4 03/15/25 USA Consumer, Cyclical 0.3 US105756BN96 FED REPUBLIC OF BRAZIL BRAZIL 10 1/4 01/10/28 Brazil Sovereign 0.3 US36168QAM69 GFL ENVIRONMENTAL INC GFLCN 3 1/2 09/01/28 Canada Industrial 0.3 XS2237434803 UNIPOL GRUPPO SPA UNIIM 3 1/4 09/23/30 Italy Financial 0.3 US693522AH77 PQ CORP PQCOR 5 3/4 12/15/25 USA Basic Materials 0.3 US04624VAA70 ASSUREDPARTNERS INC ASSPAR 7 08/15/25 USA Financial 0.3 XS1245432742 ARAB REPUBLIC OF EGYPT EGYPT 5 7/8 06/11/25 Egypt Sovereign 0.3 USP01012AJ55 REPUBLIC OF EL SALVADOR ELSALV 7 3/4 01/24/23 El Salvador Sovereign 0.3 MX0SGO000098 MEXICAN UDIBONOS MUDI 4 11/15/40 Mexico Sovereign 0.3 US683715AB22 OPEN TEXT CORP OTEXCN 5 7/8 06/01/26 Canada Technology 0.3 US82088KAG31 SHEA HOMES LP/FNDG CP SHEAHM 4 3/4 04/01/29 USA Consumer, Cyclical 0.3 US92933BAR50 WMG ACQUISITION CORP WMG 3 02/15/31 USA Consumer, Cyclical 0.3 XS1684385161 SOFTBANK GROUP CORP SOFTBK 3 1/8 09/19/25 Japan Communications 0.3 XS1586230051 LEBANESE REPUBLIC LEBAN 6.85 03/23/27 Lebanon Sovereign 0.3 US914906AT95 UNIVISION COMMUNICATIONS UVN 9 1/2 05/01/25 USA Communications 0.3

Page 29 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1619155564 REPUBLIC OF SENEGAL SENEGL 6 1/4 05/23/33 Senegal Sovereign 0.3 US346232AF83 FORESTAR GROUP INC FOR 3.85 05/15/26 USA Consumer, Cyclical 0.3 US384701AA65 GRAHAM PACKAGING/GPC CAP GRMPAC 7 1/8 08/15/28 USA Industrial 0.3 US10947XAA00 BRIGHTSTAR ESCROW CORP BSTA 9 3/4 10/15/25 USA Industrial 0.3 US92660FAG90 VIDEOTRON LTD QBRCN 5 3/8 06/15/24 Canada Communications 0.3 US00653VAA98 ADAPTHEALTH LLC ADAHEA 6 1/8 08/01/28 USA Consumer, Non-cyclical 0.3 US432833AH41 HILTON DOMESTIC OPERATIN HLT 5 3/4 05/01/28 USA Consumer, Cyclical 0.3 XS1888268064 GUALA CLOSURES SPA GCLIM Float 04/15/24 Italy Industrial 0.3 US594972AF82 MICROSTRATEGY INC MSTR 6 1/8 06/15/28 USA Technology 0.3 US830867AA59 DELTA AIR LINES/SKYMILES DAL 4 1/2 10/20/25 USA Consumer, Cyclical 0.3 US552953CH22 MGM RESORTS INTL MGM 4 3/4 10/15/28 USA Consumer, Cyclical 0.3 US50201DAD57 LCPR SR SECURED FIN DAC LILAPR 5 1/8 07/15/29 USA Communications 0.3 US501797AL82 L BRANDS INC LB 6 7/8 11/01/35 USA Consumer, Cyclical 0.3 US911365BN33 UNITED RENTALS NORTH AM URI 4 07/15/30 USA Consumer, Non-cyclical 0.3 US81180WBB63 SEAGATE HDD CAYMAN STX 3 3/8 07/15/31 USA Technology 0.3 US81180WBA80 SEAGATE HDD CAYMAN STX 3 1/8 07/15/29 USA Technology 0.3 FR0011700293 ELECTRICITE DE FRANCE SA EDF 5 7/8 PERP France Utilities 0.3 XS1989380172 NETFLIX INC NFLX 3 7/8 11/15/29 USA Communications 0.3 XS1859337419 ALTICE FRANCE SA SFRFP 5 7/8 02/01/27 France Communications 0.3 US90184LAG77 TWITTER INC TWTR 3 7/8 12/15/27 USA Communications 0.3 US432833AG67 HILTON DOMESTIC OPERATIN HLT 5 3/8 05/01/25 USA Consumer, Cyclical 0.3 XS1968714110 REPUBLIC OF GHANA GHANA 7 7/8 03/26/27 Ghana Sovereign 0.3 XS2010031990 REPUBLIC OF ALBANIA ALBANI 3 1/2 06/16/27 Albania Sovereign 0.3 US00404AAP49 ACADIA HEALTHCARE CO INC ACHC 5 04/15/29 USA Consumer, Non-cyclical 0.3 XS2185997884 REPSOL INTL FINANCE REPSM 3 3/4 PERP Spain Energy 0.3 USG5975LAE68 MELCO RESORTS FINANCE MPEL 5 3/8 12/04/29 Hong Kong Consumer, Cyclical 0.3 US30251GBA40 FMG RESOURCES AUG 2006 FMGAU 4 1/2 09/15/27 Australia Basic Materials 0.3 US65342QAK85 NEXTERA ENERGY OPERATING NEP 4 1/4 07/15/24 USA Utilities 0.3 XS2015314037 INTESA SANPAOLO SPA ISPIM 2 5/8 06/20/24 Italy Financial 0.3 US45031UCG40 ISTAR INC STAR 4 1/4 08/01/25 USA Financial 0.3 US451102BX44 ICAHN ENTERPRISES/FIN IEP 5 1/4 05/15/27 USA Financial 0.3 USG8189YAC87 SINOPEC GRP OVERSEA 2012 SINOPE 4 7/8 05/17/42 China Energy 0.3 US247361ZP69 DELTA AIR LINES INC DAL 3.8 04/19/23 USA Consumer, Cyclical 0.3 US92047WAD39 VALVOLINE INC VVV 4 1/4 02/15/30 USA Basic Materials 0.3 XS2067263850 SUMMER BC HOLDCO B SARL KANGRP 5 3/4 10/31/26 Luxembourg Communications 0.3 US75606DAG60 REALOGY GROUP/CO-ISSUER RLGY 9 3/8 04/01/27 USA Financial 0.3 USY20721BE87 REPUBLIC OF INDONESIA INDON 4 5/8 04/15/43 Indonesia Sovereign 0.3 US489399AM73 KENNEDY-WILSON INC KW 5 03/01/31 USA Financial 0.3 XS1888180996 VODAFONE GROUP PLC VOD 4 7/8 10/03/78 England Communications 0.3 XS0859367194 LEBANESE REPUBLIC LEBAN 6 01/27/23 Lebanon Sovereign 0.3 XS2067213913 INTESA SANPAOLO SPA ISPIM 1 5/8 04/21/25 Italy Financial 0.3 US26884LAM19 EQT CORP EQT 3 1/8 05/15/26 USA Energy 0.3 US09951LAB99 BOOZ ALLEN HAMILTON INC BAH 4 07/01/29 USA Technology 0.3 US36237HAA95 G-III APPAREL GROUP LTD GIII 7 7/8 08/15/25 USA Consumer, Cyclical 0.3 US36485MAK53 GARDA WORLD SECURITY GWCN 4 5/8 02/15/27 Canada Consumer, Non-cyclical 0.3 USP56226AC09 INSTIT COSTA DE ELECTRIC COSICE 6.95 11/10/21 Costa Rica Utilities 0.3 XS1327504087 AUTOSTRADE PER L'ITALIA ATOSTR 1 3/4 06/26/26 Italy Consumer, Non-cyclical 0.3 US267475AD30 DYCOM INDUSTRIES INC DY 4 1/2 04/15/29 USA Industrial 0.3 US25381XAA19 DIG INTL FIN/DIG INTL HL DLLTD 8 3/4 05/25/24 Jamaica Communications 0.3 XS1963830002 FAURECIA EOFP 3 1/8 06/15/26 France Consumer, Cyclical 0.3 USP6629MAD40 MEXICO CITY ARPT TRUST MEXCAT 5 1/2 07/31/47 Mexico Industrial 0.3 US153527AP10 CENTRAL GARDEN & PET CO CENT 4 1/8 04/30/31 USA Consumer, Non-cyclical 0.3 US030981AK06 AMERIGAS PART/FIN CORP APU 5 1/2 05/20/25 USA Utilities 0.3 XS2116728895 FORD MOTOR CREDIT CO LLC F 1.744 07/19/24 USA Consumer, Cyclical 0.3 US047649AA63 ATKORE INC ATKR 4 1/4 06/01/31 USA Industrial 0.3 XS1196419854 LEBANESE REPUBLIC LEBAN 6.65 02/26/30 Lebanon Sovereign 0.3 US40390DAC92 HLF FIN SARL LLC/HERBALI HLF 4 7/8 06/01/29 USA Consumer, Non-cyclical 0.3 US36168QAL86 GFL ENVIRONMENTAL INC GFLCN 4 08/01/28 Canada Industrial 0.3 US53219LAU35 LIFEPOINT HEALTH INC RGCARE 5 3/8 01/15/29 USA Consumer, Non-cyclical 0.3 XS2079032483 ARD FINANCE SA ARDFIN 5 06/30/27 Luxembourg Industrial 0.3 XS2121417989 BANCO BPM SPA BAMIIM 1 5/8 02/18/25 Italy Financial 0.3 US192108BC19 COEUR MINING INC CDE 5 1/8 02/15/29 USA Basic Materials 0.3 US85571BAU98 STARWOOD PROPERTY TRUST STWD 3 5/8 07/15/26 USA Financial 0.3 XS2031870921 LOXAM SAS LOXAM 3 1/4 01/14/25 France Consumer, Non-cyclical 0.3 US28415LAA17 ELASTIC NV ESTC 4 1/8 07/15/29 USA Technology 0.3 XS1785467751 FAURECIA EOFP 2 5/8 06/15/25 France Consumer, Cyclical 0.3 US780153BH44 ROYAL CARIBBEAN CRUISES RCL 4 1/4 07/01/26 USA Consumer, Cyclical 0.3 XS2304664597 INTESA SANPAOLO SPA ISPIM 1.35 02/24/31 Italy Financial 0.3 US66977WAR07 NOVA CHEMICALS CORP NCX 5 1/4 06/01/27 Canada Basic Materials 0.3 US88104LAE39 TERRAFORM POWER OPERATIN TERP 5 01/31/28 USA Energy 0.3 US718286CH84 REPUBLIC OF PHILIPPINES PHILIP 2.95 05/05/45 Philippines Sovereign 0.3 US629571AA86 NABORS INDUSTRIES LTD NBR 7 1/4 01/15/26 USA Energy 0.3 XS2304664167 INTESA SANPAOLO SPA ISPIM 0 5/8 02/24/26 Italy Financial 0.3 XS1514268165 LADBROKES GROUP FIN PLC LADLN 5 1/8 09/08/23 England Consumer, Cyclical 0.3 XS2085724156 MPT OPER PARTNERSP/FINL MPW 3.692 06/05/28 USA Financial 0.3 US81761LAB80 SERVICE PROPERTIES TRUST SVC 5 1/2 12/15/27 USA Financial 0.3 XS0214965963 TELECOM ITALIA SPA TITIM 5 1/4 03/17/55 Italy Communications 0.3 US92676XAF42 VIKING CRUISES LTD VIKCRU 7 02/15/29 USA Consumer, Cyclical 0.2 US70452AAA16 PAYSAFE FIN PLC/PAYSAFE PSFE 4 06/15/29 USA Consumer, Non-cyclical 0.2 US91740PAC23 USA COM PART/USA COM FIN USAC 6 7/8 04/01/26 USA Energy 0.2 US651229AY21 NEWELL BRANDS INC NWL 6 04/01/46 USA Consumer, Cyclical 0.2 US29336UAB35 ENLINK MIDSTREAM PARTNER ENLK 4.4 04/01/24 USA Energy 0.2 PTAVBAOT0003 REP OF ANGOLA(AVENIR II) ANGOL Float 07/01/23 Angola Sovereign 0.2 XS2287892751 JERROLD FINCO PLC JERRGB 5 1/4 01/15/27 England Financial 0.2 XS2195511006 AMS AG AMSSW 6 07/31/25 Austria Technology 0.2 US87973RAD26 TEMASEK FINANCIAL I LTD TEMASE 3 3/8 07/23/42 Singapore Financial 0.2 US237266AH40 DARLING INGREDIENTS INC DAR 5 1/4 04/15/27 USA Consumer, Non-cyclical 0.2 US05553LAA17 BCPE ULYSSES INTERMEDIAT USLBMH 7 3/4 04/01/27 USA Consumer, Cyclical 0.2 US74841CAA99 QUICKEN LOANS LLC/QUICKN QUICKN 3 5/8 03/01/29 USA Financial 0.2 US29275YAC66 ENERSYS ENS 4 3/8 12/15/27 USA Industrial 0.2 US91087BAL45 UNITED MEXICAN STATES MEX 5 04/27/51 Mexico Sovereign 0.2 US88033GAV23 TENET HEALTHCARE CORP THC 6 7/8 11/15/31 USA Consumer, Non-cyclical 0.2 US55303XAL91 MGM GROWTH/MGM FINANCE MGMGPO 3 7/8 02/15/29 USA Financial 0.2 US521088AA24 LD HOLDINGS GROUP LLC LNDPT 6 1/2 11/01/25 USA Financial 0.2 US78471RAC07 SRS DISTRIBUTION INC SRSDIS 6 1/8 07/01/29 USA Consumer, Cyclical 0.2 US24665FAB85 DELEK LOG PART/FINANCE DKL 6 3/4 05/15/25 USA Energy 0.2

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Market value, million ISIN Issuer Security Description Country Sector EUR US577128AA93 MATTHEWS INTERNATIONAL C MATW 5 1/4 12/01/25 USA Industrial 0.2 US345397A290 FORD MOTOR CREDIT CO LLC F 3.087 01/09/23 USA Consumer, Cyclical 0.2 US87724RAA05 TAYLOR MORRISON COMM TMHC 5 7/8 06/15/27 USA Consumer, Cyclical 0.2 US85207UAE55 SPRINT CORP S 7 1/4 09/15/21 USA Communications 0.2 XS2052466815 PINEWOOD FINANCE CO LTD PINEFI 3 1/4 09/30/25 England Consumer, Cyclical 0.2 US71647NAN93 PETROBRAS GLOBAL FINANCE PETBRA 6.85 06/05/15 Brazil Energy 0.2 US92837TAA07 AUSTIN BIDCO INC VRTU 7 1/8 12/15/28 USA Technology 0.2 US443628AJ11 HUDBAY MINERALS INC HBMCN 4 1/2 04/01/26 Canada Basic Materials 0.2 XS1709298969 VERY GRP FUNDING PLC/THE SHODFP 7 3/4 11/15/22 England Consumer, Cyclical 0.2 US48242WAC01 KBR INC KBR 4 3/4 09/30/28 USA Technology 0.2 US07556QBT13 BEAZER HOMES USA BZH 7 1/4 10/15/29 USA Consumer, Cyclical 0.2 US674599DY89 OCCIDENTAL PETROLEUM COR OXY 8 07/15/25 USA Energy 0.2 XS2052216111 INTRUM AB INTRUM 3 09/15/27 Sweden Financial 0.2 US12508EAJ01 CDK GLOBAL INC CDK 5 1/4 05/15/29 USA Technology 0.2 US87265HAG48 TRI POINTE HOMES INC TPH 5.7 06/15/28 USA Consumer, Cyclical 0.2 XS1405765907 OI EUROPEAN GROUP BV OI 3 1/8 11/15/24 USA Industrial 0.2 US29273VAJ98 ENERGY TRANSFER LP ET 6 5/8 PERP USA Energy 0.2 US78442FET12 NAVIENT CORP NAVI 6 1/8 03/25/24 USA Financial 0.2 US031652BK50 AMKOR TECHNOLOGY INC AMKR 6 5/8 09/15/27 USA Technology 0.2 US12467AAF57 C&S GROUP ENTERPRISES LL CSWHOL 5 12/15/28 USA Consumer, Non-cyclical 0.2 XS1681806326 ICELAND BONDCO PLC ICELTD 4 5/8 03/15/25 England Consumer, Non-cyclical 0.2 XS2010032295 VERISURE HOLDING AB VERISR Float 04/15/25 Sweden Consumer, Non-cyclical 0.2 DE000DL40SR8 DEUTSCHE BANK AG DB 4 1/2 05/19/26 Germany Financial 0.2 XS1109765005 INTESA SANPAOLO SPA ISPIM 3.928 09/15/26 Italy Financial 0.2 XS2009038113 INTERNATIONAL GAME TECH IGT 3 1/2 06/15/26 USA Consumer, Cyclical 0.2 DE000CZ45V25 COMMERZBANK AG CMZB 4 12/05/30 Germany Financial 0.2 US817565CF96 SERVICE CORP INTL SCI 3 3/8 08/15/30 USA Consumer, Non-cyclical 0.2 XS1601199778 RONGSHI INTERNATIONAL FI SDIC 3 5/8 05/04/27 China Financial 0.2 US85205TAK60 SPIRIT AEROSYSTEMS INC SPR 4.6 06/15/28 USA Industrial 0.2 USP6629MAA01 MEXICO CITY ARPT TRUST MEXCAT 4 1/4 10/31/26 Mexico Industrial 0.2 US87927VAF58 TELECOM ITALIA CAPITAL TITIM 6 3/8 11/15/33 Italy Communications 0.2 US443628AH54 HUDBAY MINERALS INC HBMCN 6 1/8 04/01/29 Canada Basic Materials 0.2 US747262AY90 QVC INC QVCN 4 3/4 02/15/27 USA Consumer, Cyclical 0.2 US103186AC61 BOXER PARENT CO INC BMC 9 1/8 03/01/26 USA Technology 0.2 US900123CR91 REPUBLIC OF TURKEY TURKEY 7 1/4 12/23/23 Turkey Sovereign 0.2 XS2076836555 GRIFOLS SA GRFSM 1 5/8 02/15/25 Spain Consumer, Non-cyclical 0.2 US794093AG99 SALEM MEDIA GROUP INC. SALM 6 3/4 06/01/24 USA Communications 0.2 US750236AU59 RADIAN GROUP INC RDN 4 1/2 10/01/24 USA Financial 0.2 US21039CAA27 CONSTELLIUM SE CSTM 5 5/8 06/15/28 USA Basic Materials 0.2 XS1720805537 LEBANESE REPUBLIC LEBAN 7.15 11/20/31 Lebanon Sovereign 0.2 US053773BC09 AVIS BUDGET CAR/FINANCE CAR 5 3/4 07/15/27 USA Consumer, Non-cyclical 0.2 US90171VAA35 BALLY'S CORP BALY 6 3/4 06/01/27 USA Consumer, Cyclical 0.2 US87952VAP13 TELESAT CANADA/TELESAT L TELSAT 4 7/8 06/01/27 Canada Communications 0.2 XS1323897725 SOLVAY FINANCE SOLBBB 5.869 PERP Belgium Basic Materials 0.2 XS2080317832 BALL CORP BLL 0 7/8 03/15/24 USA Industrial 0.2 US455780CE46 REPUBLIC OF INDONESIA INDON 4.35 01/11/48 Indonesia Sovereign 0.2 XS2116386132 ZIGGO BOND CO BV ZIGGO 3 3/8 02/28/30 Netherlands Communications 0.2 US14879EAE86 CATALENT PHARMA SOLUTION CTLT 5 07/15/27 USA Consumer, Non-cyclical 0.2 US060505FP42 BANK OF AMERICA CORP BAC 5 1/8 PERP USA Financial 0.2 XS2238020445 JULIUS BAER GROUP LTD BAERVX 4 7/8 PERP Switzerland Financial 0.2 XS2231331260 ZF FINANCE GMBH ZFFNGR 3 3/4 09/21/28 Germany Consumer, Cyclical 0.2 US740212AL91 PRECISION DRILLING CORP PDCN 7 1/8 01/15/26 Canada Energy 0.2 XS2186001314 REPSOL INTL FINANCE REPSM 4.247 PERP Spain Energy 0.2 XS1156024116 INTESA SANPAOLO VITA SPA ISPVIT 4 3/4 PERP Italy Financial 0.2 US42307TAH14 KRAFT HEINZ FOODS CO KHC 7 1/8 08/01/39 USA Consumer, Non-cyclical 0.2 US780153AG79 ROYAL CARIBBEAN CRUISES RCL 7 1/2 10/15/27 USA Consumer, Cyclical 0.2 US29365DAB55 ENTERCOM MEDIA CORP CBSR 6 3/4 03/31/29 USA Communications 0.2 US17027NAA00 CHOBANI LLC/FINANCE CORP CHBANI 7 1/2 04/15/25 USA Consumer, Non-cyclical 0.2 US71568QAM96 PERUSAHAAN LISTRIK NEGAR PLNIJ 4 3/8 02/05/50 Indonesia Utilities 0.2 XS1419869885 TELECOM ITALIA SPA TITIM 3 5/8 05/25/26 Italy Communications 0.2 US896818AP61 TRIUMPH GROUP INC TGI 7 3/4 08/15/25 USA Industrial 0.2 US575385AB52 MASONITE INTERNATIONAL C DOOR 5 3/4 09/15/26 USA Industrial 0.2 XS2111947748 UNITED GROUP BV ADRBID 3 5/8 02/15/28 Netherlands Communications 0.2 US23371DAB01 DAE FUNDING LLC DUBAEE 5 08/01/24 UAE Industrial 0.2 US21871MAA18 CORE & MAIN HOLDING LP HDSUWA 8 5/8 09/15/24 USA Consumer, Cyclical 0.2 US26483EAJ91 DUN & BRADSTREET CORP DNB 6 7/8 08/15/26 USA Technology 0.2 US89376VAA89 TRANSMONTAIGE PARTNERS TLP 6 1/8 02/15/26 USA Energy 0.2 XS1795406658 TELEFONICA EUROPE BV TELEFO 3 7/8 PERP Spain Communications 0.2 XS1207058733 REPSOL INTL FINANCE REPSM 4 1/2 03/25/75 Spain Energy 0.2 XS1078235733 UNIPOLSAI ASSICURAZIONI USIMIT 5 3/4 PERP Italy Financial 0.2 US366651AE76 GARTNER INC IT 3 3/4 10/01/30 USA Consumer, Non-cyclical 0.2 US85207UAH86 SPRINT CORP S 7 1/8 06/15/24 USA Communications 0.2 US90138FAD42 TWILIO INC TWLO 3 7/8 03/15/31 USA Technology 0.2 US17027NAB82 CHOBANI LLC/FINANCE CORP CHBANI 4 5/8 11/15/28 USA Consumer, Non-cyclical 0.2 US92682RAA05 VIKING OCEAN CRUISES SHI VIKCRU 5 5/8 02/15/29 USA Consumer, Cyclical 0.2 USG82016AP45 SINOPEC GRP DEV 2018 SINOPE 2.7 05/13/30 China Energy 0.2 PTCGDKOM0037 CAIXA GERAL DE DEPOSITOS CXGD 5 3/4 06/28/28 Portugal Financial 0.2 XS2229875989 FORD MOTOR CREDIT CO LLC F 3 1/4 09/15/25 USA Consumer, Cyclical 0.2 XS1496463297 TURK IHRACAT KR BK EXCRTU 5 3/8 10/24/23 Turkey Export/Import Bank 0.2 US40410KAA34 H.B. FULLER CO FUL 4 1/4 10/15/28 USA Basic Materials 0.2 US67052NAA37 NUFARM AUSTRALIA/AMERICA NUFAU 5 3/4 04/30/26 Australia Basic Materials 0.2 US98372MAC91 XHR LP XHR 4 7/8 06/01/29 USA Financial 0.2 US89383JAA60 TRANSOCEAN POSEIDON LTD RIG 6 7/8 02/01/27 USA Energy 0.2 US674599CH65 OCCIDENTAL PETROLEUM COR OXY 3.4 04/15/26 USA Energy 0.2 USP17625AD98 REPUBLIC OF VENEZUELA VENZ 11.95 08/05/31 Venezuela Sovereign 0.2 US71656MAF68 PETROLEOS MEXICANOS PEMEX 6 5/8 PERP Mexico Energy 0.2 FR0011689033 VALEO SA FRFP 3 1/4 01/22/24 France Consumer, Cyclical 0.2 XS1347748607 TELECOM ITALIA SPA TITIM 3 5/8 01/19/24 Italy Communications 0.2 FR0013414919 ORANO SA ORANOF 3 3/8 04/23/26 France Utilities 0.2 DE000A289Q91 SCHAEFFLER AG SHAEFF 2 3/4 10/12/25 Germany Consumer, Cyclical 0.2 XS1551726810 CELLNEX TELECOM SA CLNXSM 2 7/8 04/18/25 Spain Industrial 0.2 XS1580469895 INTESA SANPAOLO SPA ISPIM 4.45 09/15/27 Italy Financial 0.2 XS1684378208 TURK IHRACAT KR BK EXCRTU 4 1/4 09/18/22 Turkey Export/Import Bank 0.2 US25381YAB74 DIGICEL GROUP HOLDINGS DLLTD 8 04/01/25 Jamaica Communications 0.2 US20914UAE64 CONSOLIDATED ENERGY FIN CONSEN 6 1/2 05/15/26 Switzerland Basic Materials 0.2 US372491AG50 GENWORTH HOLDINGS INC GNW 4.8 02/15/24 USA Financial 0.2

Page 31 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR DE000A2YB7B5 SCHAEFFLER AG SHAEFF 2 7/8 03/26/27 Germany Consumer, Cyclical 0.2 US36186CBY84 ALLY FINANCIAL INC ALLY 8 11/01/31 USA Financial 0.2 TRT131130T14 TURKEY GOVERNMENT BOND TURKGB 11.7 11/13/30 Turkey Sovereign 0.2 US30034VAB45 EVERI PAYMENTS INC EVRI 7 1/2 12/15/25 USA Technology 0.2 US337932AL12 FIRSTENERGY CORP FE 2.65 03/01/30 USA Utilities 0.2 XS1846631049 TELECOM ITALIA SPA TITIM 2 7/8 01/28/26 Italy Communications 0.2 TRT040522T13 TURKEY GOVERNMENT BOND TURKGB 9 05/04/22 Turkey Sovereign 0.2 XS1881005976 JAGUAR LAND ROVER AUTOMO TTMTIN 4 1/2 01/15/26 England Consumer, Cyclical 0.2 FR0013399029 ACCOR SA ACFP 3 02/04/26 France Consumer, Cyclical 0.2 XS1686880599 BANCO BPM SPA BAMIIM 4 3/8 09/21/27 Italy Financial 0.2 FR0013331949 LA POSTE SA FRPTT 3 1/8 PERP France Industrial 0.2 XS2055091784 BANCA MONTE DEI PASCHI S MONTE 3 5/8 09/24/24 Italy Financial 0.2 XS2010039894 ZF EUROPE FINANCE BV ZFFNGR 3 10/23/29 Germany Consumer, Cyclical 0.2 XS1617531063 TURKIYE GARANTI BANKASI GARAN 6 1/8 05/24/27 Turkey Financial 0.2 US25179MAZ68 DEVON ENERGY CORPORATION DVN 5 7/8 06/15/28 USA Energy 0.2 XS1551678409 TELECOM ITALIA SPA TITIM 2 1/2 07/19/23 Italy Communications 0.2 US00511BAA52 ACURIS FIN US/ACURIS FIN ILOGIC 5 05/01/28 USA Communications 0.2 US94876QAA40 WEIR GROUP PLC (THE) WEIRLN 2.2 05/13/26 England Industrial 0.2 XS2200215213 INFRASTRUTTURE WIRELESS INWIM 1 7/8 07/08/26 Italy Industrial 0.2 XS2243548273 CHEPLAPHARM ARZNEIMITTEL CHEPDE 4 3/8 01/15/28 Germany Consumer, Non-cyclical 0.2 XS1468525057 CELLNEX TELECOM SA CLNXSM 2 3/8 01/16/24 Spain Industrial 0.2 XS2125121769 HEIMSTADEN BOSTAD AB HEIBOS 3 3/8 PERP Sweden Financial 0.2 XS2056730323 INFINEON TECHNOLOGIES AG IFXGR 2 7/8 PERP Germany Technology 0.2 XS2026202643 BANCA MONTE DEI PASCHI S MONTE 4 07/10/22 Italy Financial 0.2 XS1490137418 CROWN EURO HOLDINGS SA CCK 2 5/8 09/30/24 USA Industrial 0.2 XS2250153769 GARFUNKELUX HOLDCO 3 SA GFKLDE 6 3/4 11/01/25 Luxembourg Financial 0.2 XS2296203123 DEUTSCHE LUFTHANSA AG LHAGR 3 3/4 02/11/28 Germany Consumer, Cyclical 0.2 US84762LAX38 SPECTRUM BRANDS INC SPB 3 7/8 03/15/31 USA Consumer, Non-cyclical 0.2 FR0013399177 ACCOR SA ACFP 4 3/8 PERP France Consumer, Cyclical 0.2 USY20721BR90 REPUBLIC OF INDONESIA INDON 5 1/4 01/08/47 Indonesia Sovereign 0.2 XS1971935223 VOLVO CAR AB VOVCAB 2 1/8 04/02/24 Sweden Consumer, Cyclical 0.2 XS1688199949 AUTOSTRADE PER L'ITALIA ATOSTR 1 7/8 09/26/29 Italy Consumer, Non-cyclical 0.2 FR0011791391 ORANO SA ORANOF 3 1/8 03/20/23 France Utilities 0.2 XS1577731604 NOKIA OYJ NOKIA 2 03/15/24 Finland Communications 0.2 XS1767052050 MODULAIRE GLOBAL FINANCE ALGSCO 6 1/2 02/15/23 England Consumer, Non-cyclical 0.2 XS2010039977 ZF EUROPE FINANCE BV ZFFNGR 2 1/2 10/23/27 Germany Consumer, Cyclical 0.2 IL0011677742 LEVIATHAN BOND LTD LVIATH 6 1/8 06/30/25 Israel Energy 0.2 XS1222591023 BERTELSMANN SE & CO KGAA BERTEL 3 04/23/75 Germany Communications 0.2 XS1468662801 ADIENT GLOBAL HOLDINGS ADNT 3 1/2 08/15/24 USA Consumer, Cyclical 0.2 XS1493836461 ZIGGO BV ZIGGO 4 1/4 01/15/27 Netherlands Communications 0.2 BE6324000858 SOLVAY SA SOLBBB 2 1/2 PERP Belgium Basic Materials 0.2 DE000A2YB7A7 SCHAEFFLER AG SHAEFF 1 7/8 03/26/24 Germany Consumer, Cyclical 0.2 XS1634252628 UPCB FINANCE VII LTD UPCB 3 5/8 06/15/29 Netherlands Communications 0.2 XS1991397545 BANCO DE SABADELL SA SABSM 1 3/4 05/10/24 Spain Financial 0.2 XS2301390089 ATLANTIA SPA ATLIM 1 7/8 02/12/28 Italy Consumer, Non-cyclical 0.2 FR0013426376 SPIE SA SPIEFP 2 5/8 06/18/26 France Industrial 0.2 XS2332889778 RAKUTEN GROUP INC RAKUTN 4 1/4 PERP Japan Communications 0.2 BRSTNCNTB3Y0 NOTA DO TESOURO NACIONAL BNTNB 6 08/15/22 Brazil Sovereign 0.2 US039524AB93 ARCHES BUYER INC ACOM 6 1/8 12/01/28 USA Communications 0.2 US410345AL67 HANESBRANDS INC HBI 4 7/8 05/15/26 USA Consumer, Cyclical 0.2 XS1703065620 CMA CGM SA CMACG 5 1/4 01/15/25 France Industrial 0.2 XS1253558388 KRAFT HEINZ FOODS CO KHC 2 06/30/23 USA Consumer, Non-cyclical 0.2 XS1794209459 PAPREC HOLDING SA PAPREC 4 03/31/25 France Industrial 0.2 US45827CAA71 INTEL PKG HOLDCO ISSUER IPHOLD 9 01/15/26 Canada Industrial 0.2 FR00140007K5 VEOLIA ENVIRONNEMENT SA VIEFP 2 1/4 PERP France Utilities 0.2 XS2244936659 INFRASTRUTTURE WIRELESS INWIM 1 5/8 10/21/28 Italy Industrial 0.2 FR0011765825 CASINO GUICHARD PERRACHO COFP 4.498 03/07/24 France Consumer, Non-cyclical 0.2 US20451NAG60 COMPASS MINERALS INTERNA CMP 6 3/4 12/01/27 USA Basic Materials 0.2 XS2010045511 NGG FINANCE PLC NGGLN 2 1/8 09/05/82 England Utilities 0.2 XS1958300375 REXEL SA RXLFP 2 3/4 06/15/26 France Consumer, Cyclical 0.2 XS2249892535 ADEVINTA ASA ADEBNO 2 5/8 11/15/25 France Communications 0.2 US131347CK09 CALPINE CORP CPN 5 1/4 06/01/26 USA Utilities 0.2 XS0505478684 ARAB REPUBLIC OF EGYPT EGYPT 6 7/8 04/30/40 Egypt Sovereign 0.2 XS2066213625 OCI NV OCINV 3 1/8 11/01/24 Netherlands Basic Materials 0.2 US043436AU81 ASBURY AUTOMOTIVE GROUP ABG 4 1/2 03/01/28 USA Consumer, Cyclical 0.2 FR0013318094 ELIS SA ELISGP 1 7/8 02/15/23 France Consumer, Non-cyclical 0.2 XS1405769990 INEOS GROUP HOLDINGS SA INEGRP 5 3/8 08/01/24 Luxembourg Basic Materials 0.2 XS2010040124 ZF EUROPE FINANCE BV ZFFNGR 1 1/4 10/23/23 Germany Consumer, Cyclical 0.2 XS2066703989 NEXI SPA NEXIIM 1 3/4 10/31/24 Italy Consumer, Non-cyclical 0.2 XS2055190172 BANCO DE SABADELL SA SABSM 1 1/8 03/27/25 Spain Financial 0.2 XS2010039381 ZF EUROPE FINANCE BV ZFFNGR 2 02/23/26 Germany Consumer, Cyclical 0.2 XS2031925840 VIVION INVESTMENTS VIVION 3 08/08/24 Luxembourg Financial 0.2 XS2291929573 INEOS QUATTRO FINANCE 2 STYRO 2 1/2 01/15/26 England Basic Materials 0.2 XS2013574202 FORD MOTOR CREDIT CO LLC F 1.514 02/17/23 USA Consumer, Cyclical 0.2 XS1886543476 EL CORTE INGLES SA CRTING 3 03/15/24 Spain Consumer, Cyclical 0.2 FR0013459765 RCI BANQUE SA RENAUL 2 5/8 02/18/30 France Consumer, Cyclical 0.2 FR0014000NZ4 RENAULT SA RENAUL 2 3/8 05/25/26 France Consumer, Cyclical 0.2 US629377CC47 NRG ENERGY INC NRG 6 5/8 01/15/27 USA Utilities 0.2 XS1814546013 TELE COLUMBUS AG TCGR 3 7/8 05/02/25 Germany Communications 0.2 US045086AF21 ASHTON WOODS USA/FINANCE ASHWOO 6 3/4 08/01/25 USA Consumer, Cyclical 0.2 XS2247549731 CELLNEX TELECOM SA CLNXSM 1 3/4 10/23/30 Spain Industrial 0.2 US77340RAR84 ROCKIES EXPRESS PIPELINE ROCKIE 4.95 07/15/29 USA Energy 0.2 FR0012074284 CASINO GUICHARD PERRACHO COFP 4.048 08/05/26 France Consumer, Non-cyclical 0.2 XS2355604880 NOMAD FOODS BONDCO PLC IGBOND 2 1/2 06/24/28 England Consumer, Non-cyclical 0.2 FR0013330537 UNIBAIL-RODAMCO-WESTFLD ULFP 2 7/8 PERP France Financial 0.2 US81104PAA75 SCRIPPS ESCROW INC SSP 5 7/8 07/15/27 USA Communications 0.2 XS2010028343 SES SA SESGFP 2 7/8 PERP Luxembourg Communications 0.2 XS2294186965 CAB BIOGRP 3 3/8 02/01/28 France Consumer, Non-cyclical 0.2 XS2286041517 WINTERSHALL DEA FIN 2BV WNTRDE 2.4985 PERP Germany Energy 0.2 DE000A2YN6V1 THYSSENKRUPP AG TKAGR 1 7/8 03/06/23 Germany Basic Materials 0.2 XS1713464441 ADLER REAL ESTATE AG ADLERR 1 7/8 04/27/23 Germany Financial 0.2 US538034AN93 LIVE NATION ENTERTAINMEN LYV 5 5/8 03/15/26 USA Consumer, Cyclical 0.2 XS2348237871 CELLNEX FINANCE CO SA CLNXSM 1 1/2 06/08/28 Spain Industrial 0.2 FR0013281888 VALEO SA FRFP 0 3/8 09/12/22 France Consumer, Cyclical 0.2 US674215AL24 OASIS PETROLEUM INC OAS 6 3/8 06/01/26 USA Energy 0.2 US80007RAE53 SANDS CHINA LTD SANLTD 5.4 08/08/28 Macau Consumer, Cyclical 0.2

Page 32 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1551347393 JAGUAR LAND ROVER AUTOMO TTMTIN 2.2 01/15/24 England Consumer, Cyclical 0.2 US62886EAZ16 NCR CORP NCR 5 1/4 10/01/30 USA Technology 0.2 US159864AJ65 CHARLES RIVER LABORATORI CRL 4 03/15/31 USA Consumer, Non-cyclical 0.2 XS2286041947 WINTERSHALL DEA FIN 2BV WNTRDE 3 PERP Germany Energy 0.2 US26884LAN91 EQT CORP EQT 3 5/8 05/15/31 USA Energy 0.2 US780099CK11 NATWEST GROUP PLC NWG 8 PERP England Financial 0.2 US75972AAD54 RENEWABLE ENERGY GROUP I REGI 5 7/8 06/01/28 USA Energy 0.2 XS1699848914 DUFRY ONE BV DUFNSW 2 1/2 10/15/24 Switzerland Consumer, Cyclical 0.2 XS2355515516 NOBEL BIDCO BV PHIDOM 3 1/8 06/15/28 Netherlands Consumer, Cyclical 0.2 XS1577952440 ALTICE FINCO SA ALTICE 4 3/4 01/15/28 Luxembourg Communications 0.2 XS1605600532 LA FINAC ATALIAN SA ATALIA 4 05/15/24 France Consumer, Non-cyclical 0.2 XS2341724172 MAHLE GMBH MAHLGR 2 3/8 05/14/28 Germany Consumer, Cyclical 0.2 FR0013329315 RENAULT SA RENAUL 1 04/18/24 France Consumer, Cyclical 0.2 US043502AA19 ASCEND LEARNING LLC ASCLER 6 7/8 08/01/25 USA Technology 0.2 FR0013299435 RENAULT SA RENAUL 1 11/28/25 France Consumer, Cyclical 0.2 XS2340236327 BANK OF IRELAND GROUP BKIR 1 3/8 08/11/31 Ireland Financial 0.2 XS2282606578 ABERTIS FINANCE BV ABESM 2 5/8 PERP Spain Industrial 0.2 IL0011736811 ENERGEAN ISRAEL FINANCE ENOIGA 5 7/8 03/30/31 Israel Energy 0.2 US44106MAV46 SERVICE PROPERTIES TRUST SVC 5 1/4 02/15/26 USA Financial 0.2 US23311VAJ61 DCP MIDSTREAM OPERATING DCP 5 5/8 07/15/27 USA Energy 0.2 XS2283224231 ADLER GROUP SA ADJGR 1 7/8 01/14/26 Germany Financial 0.2 US038522AP34 ARAMARK SERVICES INC ARMK 5 04/01/25 USA Consumer, Cyclical 0.2 US04624VAB53 ASSUREDPARTNERS INC ASSPAR 5 5/8 01/15/29 USA Financial 0.2 XS2300292963 CELLNEX FINANCE CO SA CLNXSM 1 1/4 01/15/29 Spain Industrial 0.2 US39807UAB26 GREYSTAR REAL ESTATE PAR GRSTAR 5 3/4 12/01/25 USA Financial 0.2 US37185LAJ17 GENESIS ENERGY LP/FIN GEL 6 1/2 10/01/25 USA Energy 0.2 US845467AP47 SOUTHWESTERN ENERGY CO SWN 8 3/8 09/15/28 USA Energy 0.2 US05605HAC43 BWX TECHNOLOGIES INC BWXT 4 1/8 04/15/29 USA Industrial 0.2 XS2283225477 ADLER GROUP SA ADJGR 2 1/4 01/14/29 Germany Financial 0.2 XS1813504666 SIGMA HOLDCO BV SIGHCO 5 3/4 05/15/26 Netherlands Consumer, Non-cyclical 0.2 US69007TAE47 OUTFRONT MEDIA CAP LLC/C OUT 4 1/4 01/15/29 USA Communications 0.2 US159864AG27 CHARLES RIVER LABORATORI CRL 3 3/4 03/15/29 USA Consumer, Non-cyclical 0.2 XS2020580945 INTL CONSOLIDATED AIRLIN IAGLN 0 1/2 07/04/23 England Consumer, Cyclical 0.2 US829259AY67 SINCLAIR TELEVISION GROU SBGI 5 1/2 03/01/30 USA Communications 0.2 US65441VAA98 NINE ENERGY SERVICE INC NINE 8 3/4 11/01/23 USA Energy 0.2 XS0979891925 OJSC RUSS AGRIC BK(RSHB) RSHB 8 1/2 10/16/23 Russia Financial 0.2 US98262PAA93 WW INTERNATIONAL INC WW 4 1/2 04/15/29 USA Consumer, Non-cyclical 0.2 XS0593952111 TDC A/S TDCDC 6 7/8 02/23/23 Denmark Communications 0.2 US68752DAC20 ORTHO-CLINICAL INC/SA ORTCLI 7 3/8 06/01/25 USA Consumer, Non-cyclical 0.2 US50106GAF90 KRONOS ACQ / KIK CUSTOM KIKCN 7 12/31/27 Canada Consumer, Non-cyclical 0.2 US29336UAD90 ENLINK MIDSTREAM PARTNER ENLK 5.05 04/01/45 USA Energy 0.2 US501797AU81 L BRANDS INC LB 9 3/8 07/01/25 USA Consumer, Cyclical 0.2 US958254AL80 WESTERN MIDSTREAM OPERAT WES 5 1/2 08/15/48 USA Energy 0.2 US04650YAA82 AMBIENCE MERGER HOME 4 7/8 07/15/28 USA Consumer, Cyclical 0.2 US26885BAD29 EQM MIDSTREAM PARTNERS L EQM 4 3/4 07/15/23 USA Energy 0.2 US92537VAA89 VERTICAL HOLDCO GMBH THYELE 7 5/8 07/15/28 Germany Industrial 0.2 US29089QAC96 EMERGENT BIOSOLUTIONS EBS 3 7/8 08/15/28 USA Consumer, Non-cyclical 0.2 US345397YJ68 FORD MOTOR CREDIT CO LLC F Float 03/28/22 USA Consumer, Cyclical 0.2 US12513GBD07 CDW LLC/CDW FINANCE CDWC 4 1/4 04/01/28 USA Technology 0.2 US06738EBN40 BARCLAYS PLC BACR 6 1/8 PERP England Financial 0.2 US958254AK08 WESTERN MIDSTREAM OPERAT WES 4 3/4 08/15/28 USA Energy 0.2 US06738EBA29 BARCLAYS PLC BACR 7 3/4 PERP England Financial 0.2 XS0830978259 GKN HOLDINGS LTD GKNLN 5 3/8 09/19/22 England Consumer, Cyclical 0.2 XS1982819994 TELECOM ITALIA SPA TITIM 2 3/4 04/15/25 Italy Communications 0.2 US037411AM74 APACHE CORP APA 7 3/8 08/15/47 USA Energy 0.2 US983130AV78 WYNN LAS VEGAS LLC/CORP WYNNLV 5 1/2 03/01/25 USA Consumer, Cyclical 0.2 US248019AU57 DELUXE CORP DLX 8 06/01/29 USA Consumer, Non-cyclical 0.2 US34540XAB91 FORD MOTOR CREDIT CO LLC F 3.55 10/07/22 USA Consumer, Cyclical 0.2 US85205TAM27 SPIRIT AEROSYSTEMS INC SPR 5 1/2 01/15/25 USA Industrial 0.2 US109696AB05 BRINK'S CO/THE BCO 5 1/2 07/15/25 USA Consumer, Non-cyclical 0.2 XS2010037765 HEIMSTADEN BOSTAD AB HEIBOS 3.248 PERP Sweden Financial 0.2 XS2010039118 QUATRIM SAS COFP 5 7/8 01/15/24 France Consumer, Non-cyclical 0.2 US65409QBH48 NIELSEN FINANCE LLC/CO NLSN 4 1/2 07/15/29 USA Consumer, Non-cyclical 0.2 US876511AF32 TASEKO MINES LTD TKOCN 7 02/15/26 Canada Basic Materials 0.2 XS1892681146 SPIC LUX LATAM RE ENER SPICLE 4.65 10/30/23 China Utilities 0.2 US38113YAC30 GOLDEN NUGGET INC NUGGET 8 3/4 10/01/25 USA Consumer, Cyclical 0.2 XS1405782407 KRAFT HEINZ FOODS CO KHC 1 1/2 05/24/24 USA Consumer, Non-cyclical 0.2 US418751AB93 HAT HOLDINGS I LLC/HAT HASI 6 04/15/25 USA Financial 0.2 US90931GAA76 UNITED AIR 2020-1 A PTT UAL 5 7/8 10/15/27 USA Consumer, Cyclical 0.2 US251525AX97 DEUTSCHE BANK AG DB 6 PERP Germany Financial 0.2 US12116LAA70 BURFORD CAPITAL GLBL FIN BURLN 6 1/4 04/15/28 USA Financial 0.2 XS1627782771 LEONARDO SPA LDOIM 1 1/2 06/07/24 Italy Industrial 0.2 CZ0001005037 CZECH REPUBLIC CZGB 0 1/4 02/10/27 Czech Republic Sovereign 0.2 US46284VAE11 IRON MOUNTAIN INC IRM 5 1/4 03/15/28 USA Financial 0.2 US36166LAA52 GEMS MENASA KY LTD/GEMS GMSEDA 7 1/8 07/31/26 UAE Consumer, Non-cyclical 0.2 US01551UAC80 MODULAIRE GLOBAL FINANCE ALGSCO 8 02/15/23 England Consumer, Non-cyclical 0.2 LU2272225652 SELECTA GROUP FINCO SELNSW 12 10/01/26 Luxembourg Industrial 0.2 US013822AG68 ALCOA NEDERLAND HOLDING AA 4 1/8 03/31/29 USA Basic Materials 0.2 US30191BAB71 F-BRASILE SPA/F-BRASILE FORGTL 7 3/8 08/15/26 Italy Industrial 0.2 XS1586341981 JSW STEEL LTD JSTLIN 5 1/4 04/13/22 India Basic Materials 0.2 US67091GAE35 OCI NV OCINV 4 5/8 10/15/25 Netherlands Basic Materials 0.2 US225401AN84 CREDIT SUISSE GROUP AG CS 5.1 PERP Switzerland Financial 0.2 US34960PAD33 FORTRESS TRANS & INFRAST FTAI 5 1/2 05/01/28 USA Industrial 0.2 XS2110110686 BANCA MONTE DEI PASCHI S MONTE 2 5/8 04/28/25 Italy Financial 0.2 XS0542534192 AUTOSTRADE PER L'ITALIA ATOSTR 4 3/8 09/16/25 Italy Consumer, Non-cyclical 0.2 US98953GAD79 ZIGGO BOND CO BV ZIGGO 5 1/8 02/28/30 Netherlands Communications 0.2 US58547DAB55 MELCO RESORTS FINANCE MPEL 5 1/4 04/26/26 Hong Kong Consumer, Cyclical 0.2 US345397YT41 FORD MOTOR CREDIT CO LLC F 3.815 11/02/27 USA Consumer, Cyclical 0.2 FR0013240835 RENAULT SA RENAUL 1 03/08/23 France Consumer, Cyclical 0.2 US92770QAA58 VIRGIN MEDIA VEND FIN IV VMED 5 07/15/28 England Communications 0.2 IL0011736738 ENERGEAN ISRAEL FINANCE ENOIGA 5 3/8 03/30/28 Israel Energy 0.2 XS2080766475 STANDARD INDUSTRIES INC BMCAUS 2 1/4 11/21/26 USA Industrial 0.2 XS1649890891 LEADER GOAL INTL LTD CHPWCN 4 1/4 PERP China Industrial 0.2 US384311AA42 GRAFTECH FINANCE INC EAF 4 5/8 12/15/28 USA Industrial 0.2 US12687GAB59 CABLEVISION LIGHTPATH CVLGHT 5 5/8 09/15/28 USA Communications 0.2 XS1707063589 WEBUILD SPA IPGIM 1 3/4 10/26/24 Italy Industrial 0.2

Page 33 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR US151290CA97 CEMEX SAB DE CV CEMEX 5 1/8 PERP Mexico Industrial 0.2 XS2351480996 DEUCE FINCO DAVLLO 5 1/2 06/15/27 England Consumer, Cyclical 0.2 US20341WAE57 UNITI GROUP/CSL CAPITAL UNIT 7 1/8 12/15/24 USA Financial 0.2 XS1317305198 CARNIVAL CORP CCL 1 7/8 11/07/22 USA Consumer, Cyclical 0.2 XS0944831154 ROLLS-ROYCE PLC ROLLS 3 3/8 06/18/26 England Industrial 0.2 FR0010804500 ORANO SA ORANOF 4 7/8 09/23/24 France Utilities 0.2 US37247DAP15 GENWORTH HOLDINGS INC GNW 7 5/8 09/24/21 USA Financial 0.2 US292505AE49 OVINTIV INC OVV 6 5/8 08/15/37 USA Energy 0.2 US20903XAH61 CONSOLIDATED COMMUNICATI CNSL 5 10/01/28 USA Communications 0.2 US12663QAC96 CVR PARTNERS/CVR NITROGE UAN 6 1/8 06/15/28 USA Basic Materials 0.2 US255882AA01 DKT FINANCE APS TDCDC 9 3/8 06/17/23 Denmark Communications 0.2 XS2010028186 SAMHALLSBYGGNADS SBBBSS 2 7/8 PERP Sweden Financial 0.2 US04916WAA27 ATLANTICA SUSTAIN INFRA AY 4 1/8 06/15/28 Spain Energy 0.2 XS1713666318 CHINA MINMETALS CORP MINMET 3 3/4 PERP China Industrial 0.2 US78454LAH33 SM ENERGY CO SM 5 01/15/24 USA Energy 0.2 XS1699084601 HUANENG HK CAPITAL LTD HUANEN 3.6 PERP China Utilities 0.2 US08884LAA52 BIDFAIR HOLDINGS INC BID 5 7/8 06/01/29 USA Consumer, Non-cyclical 0.2 US84612JAA07 SPA HOLDINGS 3 AHLMUN 4 7/8 02/04/28 Finland Basic Materials 0.2 XS1819575066 ROLLS-ROYCE PLC ROLLS 0 7/8 05/09/24 England Industrial 0.2 US74387UAJ07 PROVIDENT FDG/PFG FIN PROFUN 6 3/8 06/15/25 USA Financial 0.2 US87264ACC71 T-MOBILE USA INC TMUS 2 1/4 02/15/26 USA Communications 0.2 XS1501659384 THIRD PKSTAN INTL SUKUK PKSTAN 5 1/2 10/13/21 Pakistan Sovereign 0.2 XS1646907847 CCTI 2017 LTD CHGTNG 3 5/8 08/08/22 China Financial 0.2 XS0707820659 LEBANESE REPUBLIC LEBAN 6.6 11/27/26 Lebanon Sovereign 0.2 USP14517AB56 BANCO NACIONAL COM EXT BNCE 3.8 08/11/26 Mexico Financial 0.2 US105756BV13 FED REPUBLIC OF BRAZIL BRAZIL 4 1/4 01/07/25 Brazil Sovereign 0.2 US92858RAB69 VMED O2 UK FINAN VMED 4 3/4 07/15/31 England Communications 0.2 US865632AA18 SUMMER (BC) BIDC KANGRP 5 1/2 10/31/26 USA Communications 0.2 XS1629465797 DIANJIAN HAIYU LTD CHPWCN 3 1/2 PERP China Industrial 0.2 US524590AA45 LEEWARD RENEWABL LEEREN 4 1/4 07/01/29 USA Utilities 0.2 US92676XAC11 VIKING CRUISES LTD VIKCRU 6 1/4 05/15/25 USA Consumer, Cyclical 0.2 US12687GAA76 CABLEVISION LIGHTPATH CVLGHT 3 7/8 09/15/27 USA Communications 0.2 US59590AAA79 MIDCAP FINANCIAL MIDCAP 5 5/8 01/15/30 USA Financial 0.2 XS0849517650 UNICREDIT SPA UCGIM 6.95 10/31/22 Italy Financial 0.2 XS2229021261 BANCO BPM SPA BAMIIM 5 09/14/30 Italy Financial 0.2 US86614WAD83 SUMMIT MID HLDS LLC / FI SUMMPL 5 3/4 04/15/25 USA Energy 0.2 US53219LAS88 LEGACY LIFEPOINT HEALTH RGCARE 4 3/8 02/15/27 USA Consumer, Non-cyclical 0.2 US024747AG26 ABC SUPPLY CO INC ABCSUP 3 7/8 11/15/29 USA Consumer, Cyclical 0.2 XS2059777594 LHMC FINCO 2 SARL LHMCFI 7 1/4 10/02/25 Luxembourg Consumer, Cyclical 0.2 US674599DH56 OCCIDENTAL PETROLEUM COR OXY 7.95 06/15/39 USA Energy 0.2 XS2171872570 NOKIA OYJ NOKIA 3 1/8 05/15/28 Finland Communications 0.2 USP79171AD96 PROVINCIA DE CORDOBA PDCAR 5 12/10/25 Argentina Regional Authority 0.2 USP01012AS54 REPUBLIC OF EL SALVADOR ELSALV 5 7/8 01/30/25 El Salvador Sovereign 0.2 US62886HAP64 NCL CORPORATION LTD NCLH 3 5/8 12/15/24 USA Consumer, Cyclical 0.2 XS2244322082 ROLLS-ROYCE PLC ROLLS 4 5/8 02/16/26 England Industrial 0.2 US18060TAA34 CLARIOS GLOBAL LP POWSOL 6 3/4 05/15/25 USA Consumer, Cyclical 0.2 XS2066744231 CARNIVAL PLC CCL 1 10/28/29 USA Consumer, Cyclical 0.2 US62886EAX67 NCR CORP NCR 8 1/8 04/15/25 USA Technology 0.2 XS1313647841 LEBANESE REPUBLIC LEBAN 6 1/4 11/04/24 Lebanon Sovereign 0.2 US576323AP42 MASTEC INC MTZ 4 1/2 08/15/28 USA Industrial 0.2 XS2018638648 PIRAEUS FINANCIAL HLDGS TPEIR 9 3/4 06/26/29 Greece Financial 0.2 US67059TAF21 NUSTAR LOGISTICS LP NSUS 6 06/01/26 USA Energy 0.2 XS1227287221 CROWN EURO HOLDINGS SA CCK 3 3/8 05/15/25 USA Industrial 0.2 US29271LAA26 ENDO FINANCE LLC ENDP 5 3/4 01/15/22 USA Consumer, Non-cyclical 0.2 XS1611857795 GKN HOLDINGS LTD GKNLN 4 5/8 05/12/32 England Consumer, Cyclical 0.2 XS2082324018 ARCELORMITTAL MTNA 1 3/4 11/19/25 Luxembourg Basic Materials 0.2 XS2171759256 NOKIA OYJ NOKIA 2 3/8 05/15/25 Finland Communications 0.2 COL17CT03557 TITULOS DE TESORERIA COLTES 6 1/4 11/26/25 Colombia Sovereign 0.2 XS2016160777 BANCO BPM SPA BAMIIM 2 1/2 06/21/24 Italy Financial 0.2 XS1881594946 ROSSINI SARL ROSINI 6 3/4 10/30/25 Italy Consumer, Non-cyclical 0.2 XS2237982769 NATIONAL BANK GREECE SA ETEGA 2 3/4 10/08/26 Greece Financial 0.2 XS2267889991 AUTOSTRADE PER L'ITALIA ATOSTR 2 12/04/28 Italy Consumer, Non-cyclical 0.2 XS2189594315 SIG COMBIBLOC PURCHASER SIGCBL 2 1/8 06/18/25 Switzerland Industrial 0.2 XS2079413527 CITYCON OYJ CITCON 4.496 PERP Finland Financial 0.2 US59001KAG58 MERITOR INC MTOR 6 1/4 06/01/25 USA Consumer, Cyclical 0.2 XS1316569638 AUTOSTRADE PER L'ITALIA ATOSTR 1 7/8 11/04/25 Italy Consumer, Non-cyclical 0.2 US33834YAA64 FIVE POINT OP CO LP/FIVE FPH 7 7/8 11/15/25 USA Financial 0.2 XS1182150950 SACE SPA SACEIM 3 7/8 PERP Italy Financial 0.2 XS2106053551 ECUADOR SOCIAL BOND SARL ECUASO 0 01/30/35 Ecuador Sovereign 0.2 US29260FAD24 ENDEAVOR ENERGY RESOURCE ENDENR 5 1/2 01/30/26 USA Energy 0.2 XS1711584430 SAIPEM FINANCE INTL BV SPMIM 2 5/8 01/07/25 Italy Energy 0.2 US14282LAF04 CARLSON TRAVEL INC CARLTV 6 3/4 12/15/25 USA Consumer, Cyclical 0.2 XS2072815066 BANCO BPM SPA BAMIIM 1 3/4 01/28/25 Italy Financial 0.2 XS2262838381 IPD 3 BV IPDEBV 5 1/2 12/01/25 France Consumer, Non-cyclical 0.2 XS1889107931 AVIS BUDGET FINANCE PLC CAR 4 3/4 01/30/26 USA Consumer, Non-cyclical 0.2 XS1964638107 CLARIOS GLOBAL LP/US FIN POWSOL 4 3/8 05/15/26 USA Consumer, Cyclical 0.2 XS1956187550 PLAYTECH PLC PTECLN 4 1/4 03/07/26 England Technology 0.2 XS2204842384 VERISURE HOLDING AB VERISR 3 7/8 07/15/26 Sweden Consumer, Non-cyclical 0.2 US073685AF69 BEACON ROOFING SUPPLY IN BECN 4 1/2 11/15/26 USA Consumer, Cyclical 0.2 US05454NAA72 AXALTA COAT/DUTCH HLD BV AXTA 4 3/4 06/15/27 USA Basic Materials 0.2 XS2065633203 EG GLOBAL FINANCE PLC EGBLFN 6 1/4 10/30/25 England Consumer, Cyclical 0.2 US85172FAK57 ONEMAIN FINANCE CORP OMF 6 1/8 05/15/22 USA Financial 0.2 XS1558491855 ATLANTIA SPA ATLIM 1 5/8 02/03/25 Italy Consumer, Non-cyclical 0.2 USP3759TAA45 EMPR ELEC ITABO SA AES 7.95 05/11/26 Dominican Republic Utilities 0.2 US62943WAE93 CLEARWAY ENERGY OP LLC CWENA 5 09/15/26 USA Utilities 0.2 XS1827600724 CHEMOURS CO CC 4 05/15/26 USA Basic Materials 0.2 XS1496337236 AVIS BUDGET FINANCE PLC CAR 4 1/8 11/15/24 USA Consumer, Non-cyclical 0.2 XS1696459731 ICCREA BANCA SPA ICCREA 1 1/2 10/11/22 Italy Financial 0.2 XS1382385471 FLUOR CORP FLR 1 3/4 03/21/23 USA Industrial 0.2 RO1631DBN055 ROMANIA GOVERNMENT BOND ROMGB 3.65 09/24/31 Romania Sovereign 0.2 XS1849464323 PLAYTECH PLC PTECLN 3 3/4 10/12/23 England Technology 0.2 US404139AJ64 HC2 HOLDINGS INC HCHC 8 1/2 02/01/26 USA Communications 0.2 XS2338398253 KAISA GROUP HOLDINGS LTD KAISAG 11.7 11/11/25 China Financial 0.2 XS1706921951 ESSELUNGA SPA ESSLNG 0 7/8 10/25/23 Italy Consumer, Non-cyclical 0.2 US382550BF73 GOODYEAR TIRE & RUBBER GT 5 05/31/26 USA Consumer, Cyclical 0.2 XS1849558900 CIRSA FINANCE INTER LHMCFI 6 1/4 12/20/23 Spain Consumer, Cyclical 0.2

Page 34 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2189766970 VIRGIN MEDIA FINANCE PLC VMED 3 3/4 07/15/30 England Communications 0.2 XS2082323630 ARCELORMITTAL MTNA 1 05/19/23 Luxembourg Basic Materials 0.2 XS1690645129 NIDDA BONDCO GMBH SAZGR 5 09/30/25 Germany Consumer, Non-cyclical 0.2 XS1627598094 KAISA GROUP HOLDINGS LTD KAISAG 9 3/8 06/30/24 China Financial 0.2 XS1730873731 ARCELORMITTAL MTNA 0.95 01/17/23 Luxembourg Basic Materials 0.2 XS2320533131 REPSOL INTL FINANCE REPSM 2 1/2 PERP Spain Energy 0.2 XS1860216909 PROMONTORIA HOLDING PRMHLD 6 3/4 08/15/23 Netherlands Industrial 0.2 XS1767930586 FORD MOTOR CREDIT CO LLC F 1.355 02/07/25 USA Consumer, Cyclical 0.2 XS2270393379 BANCA MONTE DEI PASCHI S MONTE 1 7/8 01/09/26 Italy Financial 0.2 XS1975699569 LOXAM SAS LOXAM 2 7/8 04/15/26 France Consumer, Non-cyclical 0.2 XS1684812339 ENERGIA GRP/ENERGIA ROI VRDLN 4 3/4 09/15/24 England Utilities 0.1 XS2111230285 ALPHA SERV & HLDGS ALPHA 4 1/4 02/13/30 Greece Financial 0.1 XS2067265392 SUMMER BC HOLDCO A SARL KANGRP 9 1/4 10/31/27 Luxembourg Communications 0.1 XS0629974352 CO-OP GRP HLDS COOPWH 6 1/4 07/08/26 England Consumer, Non-cyclical 0.1 USP97475AN08 REPUBLIC OF VENEZUELA VENZ 7 3/4 10/13/19 Venezuela Sovereign 0.1 XS1992087996 EG GLOBAL FINANCE PLC EGBLFN 4 3/8 02/07/25 England Consumer, Cyclical 0.1 US00489LAD55 ACRISURE LLC / FIN INC ACRISU 10 1/8 08/01/26 USA Financial 0.1 XS2303072883 BELLIS FINCO PLC ASSDLN 4 02/16/27 England Consumer, Non-cyclical 0.1 US577081AW27 MATTEL INC MAT 5.45 11/01/41 USA Consumer, Cyclical 0.1 XS1533914591 ADLER PELZER HLDG GMBH PELHOL 4 1/8 04/01/24 Germany Consumer, Cyclical 0.1 XS2346869097 AKROPOLIS GROUP UAB AKRPLS 2 7/8 06/02/26 Lithuania Financial 0.1 XS2121408996 PIRAEUS FINANCIAL HLDGS TPEIR 5 1/2 02/19/30 Greece Financial 0.1 XS2358483258 VMED O2 UK FINAN VMED 4 1/2 07/15/31 England Communications 0.1 XS2138140798 ALTICE FRANCE HOLDING SA SFRFP 4 02/15/28 Luxembourg Communications 0.1 US26884LAL36 EQT CORP EQT 5 01/15/29 USA Energy 0.1 XS1990733898 FOODCO BONDCO SAU FOOBON 6 1/4 05/15/26 Spain Consumer, Cyclical 0.1 US44106MAY84 SERVICE PROPERTIES TRUST SVC 4 3/8 02/15/30 USA Financial 0.1 US674599DQ55 OCCIDENTAL PETROLEUM COR OXY 7 1/8 10/15/27 USA Energy 0.1 XS0250882478 LEBANESE REPUBLIC LEBAN 8 1/4 04/12/21 Lebanon Sovereign 0.1 XS2271356201 WEBUILD SPA IPGIM 5 7/8 12/15/25 Italy Industrial 0.1 US45232TAA97 ILLUMINATE BUYER/HLDG LUMMUS 9 07/01/28 USA Basic Materials 0.1 US40204BAA35 GUITAR CENTER INC GTRC 8 1/2 01/15/26 USA Consumer, Cyclical 0.1 IL0011677825 LEVIATHAN BOND LTD LVIATH 6 1/2 06/30/27 Israel Energy 0.1 US84762LAW54 SPECTRUM BRANDS INC SPB 5 1/2 07/15/30 USA Consumer, Non-cyclical 0.1 XS1819574929 ROLLS-ROYCE PLC ROLLS 1 5/8 05/09/28 England Industrial 0.1 XS1596794971 HUARONG FINANCE 2017 CO HRINTH 3 3/4 04/27/22 China Financial 0.1 US103304BS93 BOYD GAMING CORP BYD 8 5/8 06/01/25 USA Consumer, Cyclical 0.1 US71654QBW15 PETROLEOS MEXICANOS PEMEX 4 1/2 01/23/26 Mexico Energy 0.1 USP17625AB33 REPUBLIC OF VENEZUELA VENZ 9 1/4 05/07/28 Venezuela Sovereign 0.1 US87927VAR96 TELECOM ITALIA CAPITAL TITIM 7.2 07/18/36 Italy Communications 0.1 US536797AF03 LITHIA MOTORS INC LAD 4 3/8 01/15/31 USA Consumer, Cyclical 0.1 US911163AA17 UNITED NATURAL FOODS INC UNFI 6 3/4 10/15/28 USA Consumer, Non-cyclical 0.1 US25381XAB91 DIG INTL FIN/DIG INTL HL DLLTD 13 12/31/25 Jamaica Communications 0.1 US86765LAN73 SUNOCO LP/FINANCE CORP SUN 5 7/8 03/15/28 USA Energy 0.1 XS1586230309 LEBANESE REPUBLIC LEBAN 7 1/4 03/23/37 Lebanon Sovereign 0.1 XS0257010206 ASSICURAZIONI GENERALI ASSGEN 6.269 PERP Italy Financial 0.1 US45824TAY10 INTELSAT JACKSON HLDG INTEL 9 3/4 07/15/25 Luxembourg Communications 0.1 XS1596795192 HUARONG FINANCE 2017 CO HRINTH Float 04/27/22 China Financial 0.1 US52473NAA63 LEGENDS HOSPITALITY HOLD LEGHOS 5 02/01/26 USA Consumer, Non-cyclical 0.1 US46284VAG68 IRON MOUNTAIN INC IRM 5 07/15/28 USA Financial 0.1 US846425AQ94 SPANISH BROADCASTING SYS SBSAA 9 3/4 03/01/26 USA Communications 0.1 XS1878856803 DOMETIC GROUP AB DOMSS 3 09/13/23 Sweden Consumer, Cyclical 0.1 XS2185883100 INTESA SANPAOLO SPA ISPIM 5.148 06/10/30 Italy Financial 0.1 US458665AS53 INTERFACE INC TILE 5 1/2 12/01/28 USA Consumer, Cyclical 0.1 US379352AL15 GLOBAL MARINE INC GLBMRN 7 06/01/28 USA Energy 0.1 XS1844997970 INTERNATIONAL GAME TECH IGT 3 1/2 07/15/24 USA Consumer, Cyclical 0.1 US536797AC71 LITHIA MOTORS INC LAD 5 1/4 08/01/25 USA Consumer, Cyclical 0.1 XS2211136168 INTRUM AB INTRUM 4 7/8 08/15/25 Sweden Financial 0.1 US69327RAG65 PDC ENERGY INC PDCE 6 1/8 09/15/24 USA Energy 0.1 US527298BH52 LEVEL 3 FINANCING INC LVLT 5 3/8 05/01/25 USA Communications 0.1 XS2263766078 CO-OPERATIVE BNK FINANCE COOPBK 9 11/27/25 England Financial 0.1 XS0863523030 MARKS & SPENCER PLC MARSPE 6 06/12/25 England Consumer, Cyclical 0.1 US483007AL48 KAISER ALUMINUM CORP KALU 4 1/2 06/01/31 USA Basic Materials 0.1 US172967MU24 CITIGROUP INC C 4 PERP USA Financial 0.1 US64110LAT35 NETFLIX INC NFLX 5 7/8 11/15/28 USA Communications 0.1 XS1253559865 KRAFT HEINZ FOODS CO KHC 4 1/8 07/01/27 USA Consumer, Non-cyclical 0.1 US81105DAB10 SCRIPPS ESCROW II INC SSP 5 3/8 01/15/31 USA Communications 0.1 US674599CG82 OCCIDENTAL PETROLEUM COR OXY 3 1/2 06/15/25 USA Energy 0.1 US475795AC41 JELD-WEN INC JELD 4 5/8 12/15/25 USA Industrial 0.1 XS2198580867 STONEGATE PUB FIN STONPB 8 07/13/25 England Consumer, Cyclical 0.1 US538034AX75 LIVE NATION ENTERTAINMEN LYV 3 3/4 01/15/28 USA Consumer, Cyclical 0.1 XS1882541953 BRACKEN MIDCO ONE BRACKN 8 7/8 10/15/23 England Financial 0.1 US22304LAA89 COMSTOCK RESOURCES INC CRK 7 1/2 05/15/25 USA Energy 0.1 XS1647815775 UNITED GROUP BV ADRBID 4 7/8 07/01/24 Netherlands Communications 0.1 XS2244321787 ROLLS-ROYCE PLC ROLLS 5 3/4 10/15/27 England Industrial 0.1 XS1591416679 K+S AG SDFGR 2 5/8 04/06/23 Germany Basic Materials 0.1 XS2010040801 CRYSTAL ALMOND SARL CRYALM 4 1/4 10/15/24 Greece Communications 0.1 XS1407695680 TRAVIS PERKINS PLC TPKLN 4 1/2 09/07/23 England Consumer, Cyclical 0.1 XS2024535036 MARKS & SPENCER PLC MARSPE 3 1/4 07/10/27 England Consumer, Cyclical 0.1 XS2325696628 SAIPEM FINANCE INTL BV SPMIM 3 1/8 03/31/28 Italy Energy 0.1 XS1732478000 ANGLIAN WATER OSPREY FIN OSPRAQ 4 03/08/26 England Utilities 0.1 XS2325699994 CIDRON AIDA FINCO SARL ADVZCN 5 04/01/28 Luxembourg Consumer, Non-cyclical 0.1 XS1533933039 PRESTIGEBIDCO GMBH SCHUBR 6 1/4 12/15/23 Germany Consumer, Cyclical 0.1 XS0254907388 TELECOM ITALIA SPA TITIM 5 7/8 05/19/23 Italy Communications 0.1 XS2332552541 LOUIS DREYFUS CO BV LOUDRE 1 5/8 04/28/28 Netherlands Consumer, Non-cyclical 0.1 XS2093880735 BERRY GLOBAL INC BERY 1 01/15/25 USA Industrial 0.1 XS2080318053 BALL CORP BLL 1 1/2 03/15/27 USA Industrial 0.1 XS1599406839 COLFAX CORP CFX 3 1/4 05/15/25 USA Industrial 0.1 XS1735583095 PLATIN 1426 GMBH SCHENC 5 3/8 06/15/23 Germany Industrial 0.1 XS1531151253 MARKS & SPENCER PLC MARSPE 4 1/4 12/08/23 England Consumer, Cyclical 0.1 XS1910137949 CO-OPERATIVE GROUP LTD COOPWH 5 1/8 05/17/24 England Consumer, Non-cyclical 0.1 XS2259808702 NATIONAL EXPRESS GROUP P NEXLN 4 1/4 PERP England Industrial 0.1 XS2258992317 ENCORE CAPITAL GROUP INC ECPG 5 3/8 02/15/26 USA Financial 0.1 US65409QBK76 NIELSEN FINANCE LLC/CO NLSN 4 3/4 07/15/31 USA Consumer, Non-cyclical 0.1 XS1412547660 WILLIAM HILL PLC WMH 4 7/8 09/07/23 England Consumer, Cyclical 0.1 XS2288109676 TELECOM ITALIA SPA TITIM 1 5/8 01/18/29 Italy Communications 0.1

Page 35 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2250155467 GARFUNKELUX HOLDCO 3 SA GFKLDE 7 3/4 11/01/25 Luxembourg Financial 0.1 XS1555173019 VIRGIN MEDIA SECURED FIN VMED 5 04/15/27 England Communications 0.1 XS2049726990 DEUTSCHE LUFTHANSA AG LHAGR 0 1/4 09/06/24 Germany Consumer, Cyclical 0.1 XS2199627030 B&M EUROPEAN VALUE RET BMELN 3 5/8 07/15/25 England Consumer, Cyclical 0.1 XS2322420352 MPT OPER PARTNERSP/FINL MPW 3 3/8 04/24/30 USA Financial 0.1 XS1554448271 NEWDAY BONDCO PLC NEMEAN 7 3/8 02/01/24 England Financial 0.1 MYBMS1100036 MALAYSIA GOVERNMENT MGS 4.392 04/15/26 Malaysia Sovereign 0.1 XS1622694617 HEATHROW FINANCE PLC HTHROW 4 3/8 03/01/27 England Industrial 0.1 XS1685476175 BANK OF IRELAND GROUP BKIR 3 1/8 09/19/27 Ireland Financial 0.1 XS2085724073 MPT OPER PARTNERSP/FINL MPW 2.55 12/05/23 USA Financial 0.1 XS1689521125 MILLER HOMES GRP HLDS MLNHMS 5 1/2 10/15/24 England Consumer, Cyclical 0.1 XS2092381107 ELLAKTOR VALUE PLC ELLAKT 6 3/8 12/15/24 Greece Industrial 0.1 XS2010030596 CARNIVAL CORP CCL 10 1/8 02/01/26 USA Consumer, Cyclical 0.1 XS2031926731 BANCA MONTE DEI PASCHI S MONTE 10 1/2 07/23/29 Italy Financial 0.1 XS1195502031 JAGUAR LAND ROVER AUTOMO TTMTIN 3 7/8 03/01/23 England Consumer, Cyclical 0.1 XS2272365078 FORD MOTOR CREDIT CO LLC F 2.748 06/14/24 USA Consumer, Cyclical 0.1 XS1614096425 BURFORD CAPITAL PLC BURLN 5 12/01/26 England Financial 0.1 XS1486544254 ARROW GLOBAL FINANCE ARWLN 5 1/8 09/15/24 England Financial 0.1 XS2329602135 GATWICK AIRPORT FINANCE GTWICK 4 3/8 04/07/26 England Industrial 0.1 IDG000012501 INDONESIA GOVERNMENT INDOGB 7 3/8 05/15/48 Indonesia Sovereign 0.1 XS1458419501 IDH FINANCE PLC IDHFIN 6 1/4 08/15/22 England Consumer, Non-cyclical 0.1 XS1713495759 IRON MOUNTAIN UK PLC IRM 3 7/8 11/15/25 USA Financial 0.1 XS2357307664 PUNCH FINANCE PL PUBLN 6 1/8 06/30/26 England Consumer, Cyclical 0.1 XS1577956516 MCLAREN FINANCE PLC MCLAUT 5 08/01/22 England Consumer, Cyclical 0.1 XS1533911142 VOYAGE CARE BONDCO PLC VOYCAR 5 7/8 05/01/23 England Consumer, Non-cyclical 0.1 XS1405136364 BANCO DE SABADELL SA SABSM 5 5/8 05/06/26 Spain Financial 0.1 XS2356570239 OHL OPERACIONES SA OHLSM 6.6 03/31/26 Spain Industrial 0.1 US896945AA07 TRIPADVISOR INC TRIP 7 07/15/25 USA Communications 0.1 XS2347091279 PREMIER FOODS FINANCE PFDLN 3 1/2 10/15/26 England Consumer, Non-cyclical 0.1 XS2010037682 JAGUAR LAND ROVER AUTOMO TTMTIN 6 7/8 11/15/26 England Consumer, Cyclical 0.1 XS2242188261 CMA CGM SA CMACG 7 1/2 01/15/26 France Industrial 0.1 XS2352739184 VALLOUREC SA VKFP 8 1/2 06/30/26 France Industrial 0.1 DE000CZ40LW5 COMMERZBANK AG CMZB 4 03/30/27 Germany Financial 0.1 XS0215093534 LEONARDO SPA LDOIM 4 7/8 03/24/25 Italy Industrial 0.1 XS1555076162 HUARONG FINANCE 2017 CO HRINTH 4 1/2 PERP China Financial 0.1 XS1211044075 TEVA PHARM FNC NL II TEVA 1 7/8 03/31/27 Israel Consumer, Non-cyclical 0.1 XS1733289406 SOC CATTOLICA ASSICURAZI CASSIM 4 1/4 12/14/47 Italy Financial 0.1 XS1888179550 VODAFONE GROUP PLC VOD 4.2 10/03/78 England Communications 0.1 XS1725580622 UNIPOL GRUPPO SPA UNIIM 3 1/2 11/29/27 Italy Financial 0.1 XS1266661013 SOFTBANK GROUP CORP SOFTBK 5 1/4 07/30/27 Japan Communications 0.1 XS2063492396 METRO BANK PLC MTROLN 9 1/2 10/08/25 England Financial 0.1 US62426EAA38 MOUNTAIN PROVINCE DIAMON MPVDCN 8 12/15/22 Canada Basic Materials 0.1 XS2206382868 DIEBOLD NIXDORF DBD 9 07/15/25 USA Technology 0.1 US86614RAM97 SUMMIT MATERIALS LLC/FIN SUMMAT 6 1/2 03/15/27 USA Industrial 0.1 XS2264155305 CARNIVAL CORP CCL 7 5/8 03/01/26 USA Consumer, Cyclical 0.1 DE000A3H2TA0 SCHAEFFLER AG SHAEFF 3 3/8 10/12/28 Germany Consumer, Cyclical 0.1 XS1918887156 BANCO DE SABADELL SA SABSM 5 3/8 12/12/28 Spain Financial 0.1 ES0265936007 ABANCA CORP BANCARIA SA ABANCA 6 1/8 01/18/29 Spain Financial 0.1 US00790RAA23 ADVANCED DRAINAGE SYSTEM WMS 5 09/30/27 USA Industrial 0.1 US45174HBG11 IHEARTCOMMUNICATIONS INC IHRT 4 3/4 01/15/28 USA Communications 0.1 US043436AV64 ASBURY AUTOMOTIVE GROUP ABG 4 3/4 03/01/30 USA Consumer, Cyclical 0.1 US48128BAG68 JPMORGAN CHASE & CO JPM 4.6 PERP USA Financial 0.1 XS1405765659 SES SA SESGFP 5 5/8 PERP Luxembourg Communications 0.1 US573334AF63 MRT MID PART/MRT MID FIN MMLP 10 02/29/24 USA Energy 0.1 XS2291911282 REKEEP SPA MANTEN 7 1/4 02/01/26 Italy Consumer, Non-cyclical 0.1 XS2056730679 INFINEON TECHNOLOGIES AG IFXGR 3 5/8 PERP Germany Technology 0.1 USP17625AA59 REPUBLIC OF VENEZUELA VENZ 9 05/07/23 Venezuela Sovereign 0.1 US043502AB91 ASCEND LEARNING LLC ASCLER 6 7/8 08/01/25 USA Technology 0.1 US02005NBM11 ALLY FINANCIAL INC ALLY 4.7 PERP USA Financial 0.1 XS1784311703 UNIPOLSAI ASSICURAZIONI USIMIT 3 7/8 03/01/28 Italy Financial 0.1 DE000A255DH9 HORNBACH BAUMARKT AG HBMGR 3 1/4 10/25/26 Germany Consumer, Cyclical 0.1 XS1756324411 MATALAN FINANCE PLC MTNLN 6 3/4 01/31/23 England Consumer, Cyclical 0.1 XS1533928625 AMIGO LUXEMBOURG SA AMIGLN 7 5/8 01/15/24 England Financial 0.1 XS2010037849 JAGUAR LAND ROVER AUTOMO TTMTIN 5 7/8 11/15/24 England Consumer, Cyclical 0.1 US900123BJ84 REPUBLIC OF TURKEY TURKEY 6 01/14/41 Turkey Sovereign 0.1 XS1330978567 BALL CORP BLL 4 3/8 12/15/23 USA Industrial 0.1 XS1374118658 UKRAINE RAIL(SHORTLINE) RAILUA 9 7/8 09/15/21 Ukraine Industrial 0.1 US893647BB29 TRANSDIGM INC TDG 6 3/8 06/15/26 USA Industrial 0.1 XS1222594472 BERTELSMANN SE & CO KGAA BERTEL 3 1/2 04/23/75 Germany Communications 0.1 FR0013354297 NEXANS SA NEXFP 3 3/4 08/08/23 France Industrial 0.1 XS1247796185 SEALED AIR CORP SEE 4 1/2 09/15/23 USA Industrial 0.1 XS1487495316 SAIPEM FINANCE INTL BV SPMIM 3 3/4 09/08/23 Italy Energy 0.1 XS2243298069 INTESA SANPAOLO SPA ISPIM 2.925 10/14/30 Italy Financial 0.1 XS1395004408 LKQ ITALIA BONDCO DI LKQ LKQ 3 7/8 04/01/24 USA Consumer, Cyclical 0.1 XS2166217278 NETFLIX INC NFLX 3 06/15/25 USA Communications 0.1 BE6309987400 SOLVAY SA SOLBBB 4 1/4 PERP Belgium Basic Materials 0.1 DE000A2YNQW7 BILFINGER SE GBFGR 4 1/2 06/14/24 Germany Industrial 0.1 XS2241097687 CENTURION BIDCO SPA CNTRNB 5 7/8 09/30/26 Italy Technology 0.1 XS1523028436 MPT OPER PARTNERSP/FINL MPW 3.325 03/24/25 USA Financial 0.1 FR0012949949 ACCOR SA ACFP 3 5/8 09/17/23 France Consumer, Cyclical 0.1 ES0265936015 ABANCA CORP BANCARIA SA ABANCA 4 5/8 04/07/30 Spain Financial 0.1 XS1799641045 LKQ EURO HOLDINGS BV LKQ 4 1/8 04/01/28 USA Consumer, Cyclical 0.1 XS2208646690 GAMMA BIDCO SPA GAMMAB 6 1/4 07/15/25 Italy Consumer, Cyclical 0.1 XS1716945586 EUROFINS SCIENTIFIC SE ERFFP 3 1/4 PERP Luxembourg Consumer, Non-cyclical 0.1 US46590XAC02 JBS USA/FOOD/FINANCE JBSSBZ 3 3/4 12/01/31 USA Consumer, Non-cyclical 0.1 XS2244837162 TEREOS FINANCE GROUPE I TEREOS 7 1/2 10/30/25 France Consumer, Non-cyclical 0.1 XS1219499032 RWE AG RWE 3 1/2 04/21/75 Germany Utilities 0.1 XS2205088896 PARTS EUROPE SA AUTODI 6 1/2 07/16/25 France Consumer, Cyclical 0.1 US59001KAH32 MERITOR INC MTOR 4 1/2 12/15/28 USA Consumer, Cyclical 0.1 US50106GAE26 KRONOS ACQ / KIK CUSTOM KIKCN 5 12/31/26 Canada Consumer, Non-cyclical 0.1 XS1864418857 BANFF MERGER SUB INC BMC 8 3/8 09/01/26 USA Technology 0.1 FR0013318102 ELIS SA ELISGP 2 7/8 02/15/26 France Consumer, Non-cyclical 0.1 XS2177476947 BOXER PARENT CO INC BMC 6 1/2 10/02/25 USA Technology 0.1 AT0000A2GLA0 WIENERBERGER AG WIEAV 2 3/4 06/04/25 Austria Industrial 0.1 USP78954AA52 TRINIDAD PETROLEUM HOLDI TPHLTT 6 05/08/22 Trinidad & Tobago Energy 0.1 XS1222597905 INTESA SANPAOLO SPA ISPIM 2.855 04/23/25 Italy Financial 0.1

Page 36 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1758723883 CROWN EURO HOLDINGS SA CCK 2 7/8 02/01/26 USA Industrial 0.1 XS2264074647 LOUIS DREYFUS CO BV LOUDRE 2 3/8 11/27/25 Netherlands Consumer, Non-cyclical 0.1 XS2262082758 BOPARAN FINANCE PLC BOPRLN 7 5/8 11/30/25 England Consumer, Non-cyclical 0.1 US674599CX16 OCCIDENTAL PETROLEUM COR OXY 4.3 08/15/39 USA Energy 0.1 US737446AR57 POST HOLDINGS INC POST 4 1/2 09/15/31 USA Consumer, Non-cyclical 0.1 XS2202907510 SAIPEM FINANCE INTL BV SPMIM 3 3/8 07/15/26 Italy Energy 0.1 XS1405763019 LANXESS AG LXSGR 4 1/2 12/06/76 Germany Basic Materials 0.1 XS1706922256 ESSELUNGA SPA ESSLNG 1 7/8 10/25/27 Italy Consumer, Non-cyclical 0.1 XS1278084147 MPT OPER PARTNERSP/FINL MPW 4 08/19/22 USA Financial 0.1 XS1224710399 NATURGY FINANCE BV NTGYSM 3 3/8 PERP Spain Utilities 0.1 XS2229090589 ENCORE CAPITAL GROUP INC ECPG 4 7/8 10/15/25 USA Financial 0.1 XS2264034260 BPER BANCA BPEIM 3 5/8 11/30/30 Italy Financial 0.1 XS2199445193 RENK AG FRANKFURT REBECC 5 3/4 07/15/25 Germany Industrial 0.1 US629377CQ33 NRG ENERGY INC NRG 3 3/8 02/15/29 USA Utilities 0.1 US36261NAA54 GYP HOLDINGS III CORP GMS 4 5/8 05/01/29 USA Consumer, Cyclical 0.1 XS2270143261 ILLIMITY BANK SPA ILTYIM 3 3/8 12/11/23 Italy Financial 0.1 XS1878323499 MAXIMA GRUPE UAB MAXGPE 3 1/4 09/13/23 Lithuania Consumer, Non-cyclical 0.1 XS1419661118 HANESBRANDS FINANCE LUX HBI 3 1/2 06/15/24 USA Consumer, Cyclical 0.1 XS2239813301 EL CORTE INGLES SA CRTING 3 5/8 03/15/24 Spain Consumer, Cyclical 0.1 XS2178048257 RUBIS TERMINAL INFRA SAS RUBIST 5 5/8 05/15/25 France Energy 0.1 XS2077670342 BAYER AG BAYNGR 3 1/8 11/12/79 Germany Consumer, Non-cyclical 0.1 XS1265778933 CELLNEX TELECOM SA CLNXSM 3 1/8 07/27/22 Spain Industrial 0.1 XS2010029663 ADLER GROUP SA ADJGR 3 1/4 08/05/25 Germany Financial 0.1 PTBCPWOM0034 BANCO COMERC PORTUGUES BCPPL 4 1/2 12/07/27 Portugal Financial 0.1 XS2190502323 BPER BANCA BPEIM 1 7/8 07/07/25 Italy Financial 0.1 XS2055106210 AROUNDTOWN SA ARNDTN 3 3/8 PERP Germany Financial 0.1 XS1936308391 ARCELORMITTAL MTNA 2 1/4 01/17/24 Luxembourg Basic Materials 0.1 XS1724626699 VOLVO CAR AB VOVCAB 2 01/24/25 Sweden Consumer, Cyclical 0.1 XS2324372270 CGG SA CGGFP 7 3/4 04/01/27 France Energy 0.1 XS1807435026 VALLOUREC SA VKFP 6 3/8 10/15/23 France Industrial 0.1 XS1859258383 TECHEM VERWALTUNGSGES TCHEN 6 07/30/26 Germany Consumer, Non-cyclical 0.1 XS2250349581 INEOS FINANCE PLC INEGRP 3 3/8 03/31/26 Luxembourg Basic Materials 0.1 XS2112335752 BANIJAY GROUP SAS BANIJA 6 1/2 03/01/26 France Consumer, Cyclical 0.1 XS2199716304 LEONARDO SPA LDOIM 2 3/8 01/08/26 Italy Industrial 0.1 FR0011400571 CASINO GUICHARD PERRACHO COFP 4.561 01/25/23 France Consumer, Non-cyclical 0.1 FR0013245263 SPIE SA SPIEFP 3 1/8 03/22/24 France Industrial 0.1 XS2247301794 PEACH PROPERTY FINANCE PEANSW 4 3/8 11/15/25 Germany Financial 0.1 XS2212959352 PHOENIX PIB DUTCH FINANC PHARGR 2 3/8 08/05/25 Germany Consumer, Non-cyclical 0.1 US418751AD59 HAT HOLDINGS I LLC/HAT HASI 3 3/4 09/15/30 USA Financial 0.1 XS2209344543 FAURECIA EOFP 3 3/4 06/15/28 France Consumer, Cyclical 0.1 XS1789515134 BELDEN INC BDC 3 7/8 03/15/28 USA Industrial 0.1 XS2232027727 KION GROUP AG KGXGR 1 5/8 09/24/25 Germany Industrial 0.1 FR0013533031 ORANO SA ORANOF 2 3/4 03/08/28 France Utilities 0.1 FR0013233384 ACCOR SA ACFP 2 1/2 01/25/24 France Consumer, Cyclical 0.1 XS2070055095 SCHOELLER PACKAGING SCHOPA 6 3/8 11/01/24 Netherlands Industrial 0.1 XS2241400295 OCI NV OCINV 3 5/8 10/15/25 Netherlands Basic Materials 0.1 XS1975757789 BANCA POPOLARE SONDRIO BPSOIM 2 3/8 04/03/24 Italy Financial 0.1 XS2056371334 TELEFONICA EUROPE BV TELEFO 2 7/8 PERP Spain Communications 0.1 XS1713464524 ADLER REAL ESTATE AG ADLERR 3 04/27/26 Germany Financial 0.1 XS2052337503 FORD MOTOR CREDIT CO LLC F 2.33 11/25/25 USA Consumer, Cyclical 0.1 XS2342247355 TUI CRUISES GMBH TUICRU 6 1/2 05/15/26 Germany Consumer, Cyclical 0.1 XS2000504444 LIBERTY MUTUAL GROUP INC LIBMUT 3 5/8 05/23/59 USA Financial 0.1 XS1713466495 HOLCIM FINANCE LUX SA LHNVX 3 PERP Switzerland Industrial 0.1 XS1084050316 CROWN EURO HOLDINGS SA CCK 4 07/15/22 USA Industrial 0.1 XS2057884921 MONITCHEM HOLDCO 3 S.A. CABBCO 5 1/4 03/15/25 Luxembourg Basic Materials 0.1 XS2291928849 INEOS QUATTRO FINANCE 1 STYRO 3 3/4 07/15/26 England Basic Materials 0.1 XS1700435453 BANCA IFIS SPA IFIM 4 1/2 10/17/27 Italy Financial 0.1 XS2321537255 GAMMA BIDCO SPA GAMMAB 5 1/8 07/15/25 Italy Consumer, Cyclical 0.1 XS2262961076 ZF FINANCE GMBH ZFFNGR 2 3/4 05/25/27 Germany Consumer, Cyclical 0.1 XS2232108568 MAXEDA DIY HOLDING BV MAXDIY 5 7/8 10/01/26 Netherlands Consumer, Cyclical 0.1 XS2194288390 SYNTHOMER PLC YULCLN 3 7/8 07/01/25 England Basic Materials 0.1 FR0013139482 VALEO SA FRFP 1 5/8 03/18/26 France Consumer, Cyclical 0.1 XS2239094936 ICCREA BANCA SPA ICCREA 2 1/4 10/20/25 Italy Financial 0.1 ES0280907017 UNICAJA BANCO SA UCAJLN 2 7/8 11/13/29 Spain Financial 0.1 XS2208302179 AZZURRA AEROPORTI SPA AZZAER 2 5/8 05/30/27 Italy Industrial 0.1 XS1602130947 LEVI STRAUSS & CO LEVI 3 3/8 03/15/27 USA Consumer, Cyclical 0.1 XS1528093799 AUTOSTRADE PER L'ITALIA ATOSTR 1 3/4 02/01/27 Italy Consumer, Non-cyclical 0.1 XS2333239692 BANK OF CYPRUS HOLDINGS BOCHLN 6 5/8 10/23/31 Cyprus Financial 0.1 XS2084827935 ICCREA BANCA SPA ICCREA 4 1/8 11/28/29 Italy Financial 0.1 XS1816329418 TEOLLISUUDEN VOIMA OYJ TVOYFH 2 05/08/24 Finland Utilities 0.1 XS2271367315 BANCO BPM SPA BAMIIM 3 1/4 01/14/31 Italy Financial 0.1 XS2294187690 LABORATOIRE EIMER SELAS BIOGRP 5 02/01/29 France Consumer, Non-cyclical 0.1 XS1843461689 KONGSBERG ACT SYS KOANO 5 07/15/25 Switzerland Consumer, Cyclical 0.1 XS1716212243 TITAN GLOBAL FINANCE PLC TITKGA 2 3/8 11/16/24 Greece Industrial 0.1 XS1654544136 DIAMOND BC BV DIVRSY 5 5/8 08/15/25 USA Basic Materials 0.1 XS2234516164 SPCM SA SNFF 2 5/8 02/01/29 France Basic Materials 0.1 XS1859543073 CONTOURGLOBAL POWER HLDG CONGLO 4 1/8 08/01/25 Spain Utilities 0.1 BE6315129419 HOUSE OF FINANCE NV/THE HOUSEH 4 3/8 07/15/26 Belgium Consumer, Non-cyclical 0.1 XS2080767010 AIB GROUP PLC AIB 1 7/8 11/19/29 Ireland Financial 0.1 XS2056560571 PERMANENT TSB GROUP IPMID 2 1/8 09/26/24 Ireland Financial 0.1 XS2332590632 BANCO DE CREDITO SOCIAL CAJAMA 5 1/4 11/27/31 Spain Financial 0.1 XS1945271952 SGL CARBON SE SGLGR 4 5/8 09/30/24 Germany Basic Materials 0.1 XS2010038144 MYTILINEOS FINANCIAL MYTIL 2 1/2 12/01/24 Luxembourg Industrial 0.1 XS2336345140 CT INVESTMENT GMBH CBRSER 5 1/2 04/15/26 Germany Consumer, Cyclical 0.1 XS1843436731 SUMMER BIDCO BV ADRBID 9 11/15/25 Netherlands Communications 0.1 XS2200172653 PLT VII FINANCE SARL BITELV 4 5/8 01/05/26 Luxembourg Communications 0.1 XS2189592889 SIG COMBIBLOC PURCHASER SIGCBL 1 7/8 06/18/23 Switzerland Industrial 0.1 XS1713463633 KRATON POLYMERS LLC/CAP KRA 5 1/4 05/15/26 USA Basic Materials 0.1 XS1694628287 ALMAVIVA THE ITALIAN INN ALMAIN 7 1/4 10/15/22 Italy Technology 0.1 XS2337703537 GRUENENTHAL GMBH GRUPHA 4 1/8 05/15/28 Germany Consumer, Non-cyclical 0.1 XS1713568811 CONSTELLIUM SE CSTM 4 1/4 02/15/26 USA Basic Materials 0.1 XS2069960057 MCC SPA BNCMCC 1 1/2 10/24/24 Italy Financial 0.1 FR0013342334 VALEO SA FRFP 1 1/2 06/18/25 France Consumer, Cyclical 0.1 XS1891203546 WMG ACQUISITION CORP WMG 3 5/8 10/15/26 USA Consumer, Cyclical 0.1 XS2296201424 DEUTSCHE LUFTHANSA AG LHAGR 2 7/8 02/11/25 Germany Consumer, Cyclical 0.1 XS1758716085 CROWN EURO HOLDINGS SA CCK 2 1/4 02/01/23 USA Industrial 0.1

Page 37 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS1888221261 JAMES HARDIE INTL FIN JHXAU 3 5/8 10/01/26 USA Industrial 0.1 XS2251627514 PINNACLE BIDCO PLC PURGYM 5 1/2 02/15/25 England Consumer, Cyclical 0.1 XS2326548562 HAPAG-LLOYD AG HPLGR 2 1/2 04/15/28 Germany Industrial 0.1 XS1629969327 UPC HOLDING BV UPCB 3 7/8 06/15/29 Netherlands Communications 0.1 XS2328426445 CASINO GUICHARD PERRACHO COFP 5 1/4 04/15/27 France Consumer, Non-cyclical 0.1 XS2345050251 DANA FINANCING LUX SARL DAN 3 07/15/29 USA Consumer, Cyclical 0.1 XS1987729768 FNAC DARTY SA FNACFP 2 5/8 05/30/26 France Consumer, Cyclical 0.1 XS2337064856 GRUENENTHAL GMBH GRUPHA 3 5/8 11/15/26 Germany Consumer, Non-cyclical 0.1 XS2343873597 AEDAS HOMES OPCO SLU AEDASH 4 08/15/26 Spain Financial 0.1 XS2070311431 VIVION INVESTMENTS VIVION 3 1/2 11/01/25 Luxembourg Financial 0.1 XS1600514696 BURGER KING FRANCE SAS BGRKNG 6 05/01/24 France Consumer, Cyclical 0.1 XS1677911825 FASTIGHETS AB BALDER BALDER 3 03/07/78 Sweden Financial 0.1 XS2251742537 AVANTOR FUNDING INC AVTR 2 5/8 11/01/25 USA Consumer, Non-cyclical 0.1 XS2248826294 ADLER GROUP SA ADJGR 2 3/4 11/13/26 Germany Financial 0.1 XS2315945829 VICTORIA PLC VCPLN 3 3/4 03/15/28 England Industrial 0.1 XS1895495478 UGI INTERNATIONAL LLC UGI 3 1/4 11/01/25 USA Energy 0.1 FR0013413556 ELIS SA ELISGP 1 3/4 04/11/24 France Consumer, Non-cyclical 0.1 XS2183144810 ABH FINANCIAL (ALFA HLDG ABHFIN 2.7 06/11/23 Russia Financial 0.1 DE000A14J587 THYSSENKRUPP AG TKAGR 2 1/2 02/25/25 Germany Basic Materials 0.1 XS1713474754 PICARD BONDCO PICSUR 5 1/2 11/30/24 France Consumer, Non-cyclical 0.1 XS2307567086 VICTORIA PLC VCPLN 3 5/8 08/24/26 England Industrial 0.1 XS2346563500 MARCOLIN SPA MCLIM 6 1/8 11/15/26 Italy Consumer, Non-cyclical 0.1 ES0244251015 IBERCAJA BANCO SA CAZAR 2 3/4 07/23/30 Spain Financial 0.1 XS2031871069 LOXAM SAS LOXAM 3 3/4 07/15/26 France Consumer, Non-cyclical 0.1 XS2093881030 BERRY GLOBAL INC BERY 1 1/2 01/15/27 USA Industrial 0.1 XS2112973107 CHEPLAPHARM ARZNEIMITTEL CHEPDE 3 1/2 02/11/27 Germany Consumer, Non-cyclical 0.1 XS1602515733 UNILABS SUBHOLDING AB UNILAB 5 3/4 05/15/25 Sweden Consumer, Non-cyclical 0.1 XS2337604479 MYTILINEOS SA MYTIL 2 1/4 10/30/26 Greece Utilities 0.1 XS2069101868 KONINKLIJKE KPN NV KPN 2 PERP Netherlands Communications 0.1 PTBIT3OM0098 BANCO COMERC PORTUGUES BCPPL 3.871 03/27/30 Portugal Financial 0.1 XS2103218538 ASHLAND SERVICES BV ASH 2 01/30/28 USA Basic Materials 0.1 XS2193658619 CELLNEX TELECOM SA CLNXSM 1 7/8 06/26/29 Spain Industrial 0.1 XS2321520525 PERMANENT TSB GROUP IPMID 3 08/19/31 Ireland Financial 0.1 XS2322423539 INTL CONSOLIDATED AIRLIN IAGLN 3 3/4 03/25/29 England Consumer, Cyclical 0.1 IT0005108490 AUTOSTRADE PER L'ITALIA ATOSTR 1 5/8 06/12/23 Italy Consumer, Non-cyclical 0.1 XS1586831999 ARAMARK INTL FINANCE ARMK 3 1/8 04/01/25 USA Consumer, Cyclical 0.1 XS1409362784 FCE BANK PLC F 1.615 05/11/23 England Consumer, Cyclical 0.1 XS1813579593 DARLING GLOBAL FINANCE DAR 3 5/8 05/15/26 USA Consumer, Non-cyclical 0.1 XS2298381307 KLEOPATRA FINCO SARL KPERST 4 1/4 03/01/26 Luxembourg Industrial 0.1 BE6318634548 SARENS FINANCE CO NV SRNSBE 5 3/4 02/21/27 Belgium Industrial 0.1 US44106MAX02 SERVICE PROPERTIES TRUST SVC 3.95 01/15/28 USA Financial 0.1 XS2052286676 MATTERHORN TELECOM SA MATTER 2 5/8 09/15/24 Luxembourg Communications 0.1 XS2016007408 COGENT COMMUNICATIONS GR CCOI 4 3/8 06/30/24 USA Communications 0.1 FI4000331004 OUTOKUMPU OYJ OUTOK 4 1/8 06/18/24 Finland Basic Materials 0.1 XS2330501995 ATHORA NETHERLANDS ATHORA 2 1/4 07/15/31 Netherlands Financial 0.1 XS2307437629 ALPHA BANK AE ALPHA 5 1/2 06/11/31 Greece Financial 0.1 XS2084425466 IMMOBILIARE GRANDE DIST IGDIM 2 1/8 11/28/24 Italy Financial 0.1 XS2305742434 IQVIA INC IQV 1 3/4 03/15/26 USA Consumer, Non-cyclical 0.1 XS1766775545 SCIENTIFIC GAMES INTERNA SGMS 3 3/8 02/15/26 USA Consumer, Cyclical 0.1 XS2339830049 LIBRA GROUPCO SPA LBRGRP 5 05/15/27 Italy Technology 0.1 XS2274815369 CONTOURGLOBAL POWER HLDG CONGLO 2 3/4 01/01/26 Spain Utilities 0.1 XS2351382473 DERICHEBOURG DBGFP 2 1/4 07/15/28 France Industrial 0.1 XS1685582105 IQERA GROUP SAS LOUBID 4 1/4 09/30/24 France Financial 0.1 XS2110768525 STENA INTERNATIONAL SA STENA 3 3/4 02/01/25 Sweden Diversified 0.1 XS1879565791 EDREAMS ODIGEO SA EDRSM 5 1/2 09/01/23 Spain Communications 0.1 XS2189592616 ACS ACTIVIDADES CONS Y S ACSSM 1 3/8 06/17/25 Spain Industrial 0.1 FR0014003G27 VERALLIA SA VRLAFP 1 5/8 05/14/28 France Industrial 0.1 XS2274816177 CONTOURGLOBAL POWER HLDG CONGLO 3 1/8 01/01/28 Spain Utilities 0.1 FR0013183571 TEREOS FINANCE GROUPE I TEREOS 4 1/8 06/16/23 France Consumer, Non-cyclical 0.1 PTEDPROM0029 ENERGIAS DE PORTUGAL SA EDPPL 1 7/8 08/02/81 Portugal Utilities 0.1 XS2286011528 BANCO DE SABADELL SA SABSM 2 1/2 04/15/31 Spain Financial 0.1 XS2326505240 KIRK BEAUTY SUN GMBH DOUGR 8 1/4 10/01/26 Germany Consumer, Cyclical 0.1 XS2116503546 AMPLIFON SPA AMPIM 1 1/8 02/13/27 Italy Consumer, Non-cyclical 0.1 XS1820759147 LA FINAC ATALIAN SA ATALIA 5 1/8 05/15/25 France Consumer, Non-cyclical 0.1 XS2322423455 INTL CONSOLIDATED AIRLIN IAGLN 2 3/4 03/25/25 England Consumer, Cyclical 0.1 XS2338564870 ZF FINANCE GMBH ZFFNGR 2 05/06/27 Germany Consumer, Cyclical 0.1 XS2325743990 BPER BANCA BPEIM 1 3/8 03/31/27 Italy Financial 0.1 XS1401324972 LOXAM SAS LOXAM 3 1/2 05/03/23 France Consumer, Non-cyclical 0.1 XS1851302312 MAUSER PACKAGING SOLUT BWY 4 3/4 04/15/24 USA Industrial 0.1 PTNOBFOM0017 NOVO BANCO SA NOVBNC 8 1/2 07/06/28 Portugal Financial 0.1 XS1987729412 FNAC DARTY SA FNACFP 1 7/8 05/30/24 France Consumer, Cyclical 0.1 XS2310487074 ARDAGH METAL PACKAGING AMPBEV 2 09/01/28 USA Industrial 0.1 XS2272358024 SAMHALLSBYGGNADSBOLAGET SBBBSS 2 5/8 PERP Sweden Financial 0.1 FR0013230943 VALEO SA FRFP 0 5/8 01/11/23 France Consumer, Cyclical 0.1 XS2010032618 SAMHALLSBYGGNADSBOLAGET SBBBSS 2.624 PERP Sweden Financial 0.1 XS1990952779 CIRSA FINANCE INTER LHMCFI 4 3/4 05/22/25 Spain Consumer, Cyclical 0.1 XS2339025277 MAS SECURITIES BV MSPSJ 4 1/4 05/19/26 Romania Financial 0.1 XS2124192654 BANCA IFIS SPA IFIM 1 3/4 06/25/24 Italy Financial 0.1 XS2071622216 CROWN EURO HOLDINGS SA CCK 0 3/4 02/15/23 USA Industrial 0.1 XS1333193875 GOODYEAR EUROPE BV GT 3 3/4 12/15/23 USA Consumer, Cyclical 0.1 XS2332687040 INFRASTRUTTURE WIRELESS INWIM 1 3/4 04/19/31 Italy Industrial 0.1 XS1757821688 SUMMIT PROPERTIES LTD SMTPLN 2 01/31/25 Germany Financial 0.1 XS2338545655 COMPACT BIDCO BV CMPCTB 5 3/4 05/01/26 Netherlands Industrial 0.1 XS1577947440 INEOS FINANCE PLC INEGRP 2 1/8 11/15/25 Luxembourg Basic Materials 0.1 XS2338193019 EUROBANK SA EUROB 2 05/05/27 Greece Financial 0.1 XS2063288943 EIRCOM FINANCE DAC EIRCOM 1 3/4 11/01/24 Ireland Communications 0.1 XS1716927766 FERROVIAL NL BV FERSM 2.124 PERP Spain Industrial 0.1 XS2349786835 PAPREC HOLDING S PAPREC 3 1/2 07/01/28 France Industrial 0.1 XS2332975007 ALTICE FRANCE SA SFRFP 4 07/15/29 France Communications 0.1 XS2357737910 MOBILUX FINANCE MOBLUX 4 1/4 07/15/28 France Consumer, Cyclical 0.1 XS2339500170 KEDRION SPA KEDRIM 3 3/8 05/15/26 Italy Consumer, Non-cyclical 0.1 XS2353073161 POSTE ITALIANE SPA POSIM 2 5/8 PERP Italy Industrial 0.1 XS2102931677 BANCO DE SABADELL SA SABSM 2 01/17/30 Spain Financial 0.1 XS1811792792 SAMSONITE FINCO SARL SAMISA 3 1/2 05/15/26 USA Consumer, Cyclical 0.1 XS2010029317 UNITED GROUP BV ADRBID 4 11/15/27 Netherlands Communications 0.1 FR0013449972 ELIS SA ELISGP 1 04/03/25 France Consumer, Non-cyclical 0.1

Page 38 of 40 Corporate, financial and foreign government bonds, end-June 2021

Market value, million ISIN Issuer Security Description Country Sector EUR XS2335148024 CONSTELLIUM SE CSTM 3 1/8 07/15/29 USA Basic Materials 0.1 XS2298382453 KLEOPATRA HOLDINGS 2 KPERST 6 1/2 09/01/26 Luxembourg Industrial 0.1 XS2300292617 CELLNEX FINANCE CO SA CLNXSM 0 3/4 11/15/26 Spain Industrial 0.1 FR0013449998 ELIS SA ELISGP 1 5/8 04/03/28 France Consumer, Non-cyclical 0.1 XS1652965085 ADLER GROUP SA ADJGR 1 1/2 07/26/24 Germany Financial 0.1 XS2356316872 CECONOMY AG CECGR 1 3/4 06/24/26 Germany Consumer, Cyclical 0.1 XS2102934697 CELLNEX TELECOM SA CLNXSM 1 04/20/27 Spain Industrial 0.1 XS1577963058 NORICAN A/S NORICA 4 1/2 05/15/23 Denmark Industrial 0.1 XS2294155739 HEIMSTADEN BOSTAD AB HEIBOS 2 5/8 PERP Sweden Financial 0.1 XS1703900164 EC FINANCE PLC EUROCA 2 3/8 11/15/22 England Consumer, Non-cyclical 0.1 AT0000A1LHT0 NOVOMATIC AG NOVO 1 5/8 09/20/23 Austria Consumer, Cyclical 0.1 FR0012369122 CASINO GUICHARD PERRACHO COFP 3.58 02/07/25 France Consumer, Non-cyclical 0.1 XS2010028426 PAYSAFE FIN PLC/PAYSAFE PSFE 3 06/15/29 USA Consumer, Non-cyclical 0.1 XS2336188029 ADLER GROUP SA ADJGR 2 1/4 04/27/27 Germany Financial 0.1 XS2338530467 ATRIUM EUROPEAN REAL EST ATRSAV 3 5/8 PERP Poland Financial 0.1 XS1992918661 EG GLOBAL FINANCE PLC EGBLFN 3 5/8 02/07/24 England Consumer, Cyclical 0.1 XS2353366268 BANCO DE SABADELL SA SABSM 0 7/8 06/16/28 Spain Financial 0.1 USP7807HAV70 PETROLEOS DE VENEZUELA S PDVSA 8 1/2 10/27/20 Venezuela Energy 0.1 PTBCPHOM0066 BANCO COMERC PORTUGUES BCPPL 1 1/8 02/12/27 Portugal Financial 0.1 XS2051904733 INTERNATIONAL GAME TECH IGT 2 3/8 04/15/28 USA Consumer, Cyclical 0.1 XS2111946930 UNITED GROUP BV ADRBID 3 1/8 02/15/26 Netherlands Communications 0.1 XS2340137343 HERENS MIDCO SARL LNZING 5 1/4 05/15/29 Luxembourg Basic Materials 0.1 XS2102489353 ALTICE FINANCING SA ALTICE 2 1/4 01/15/25 Luxembourg Communications 0.1 FR0013457157 ACCOR SA ACFP 2 5/8 PERP France Consumer, Cyclical 0.1 XS1729059862 RAFFINERIE HEIDE GMBH RAFHEI 6 3/8 12/01/22 Germany Energy 0.1 XS1713464953 EAGLE INT GLO/RUYI US FI EAGRUY 5 3/8 05/01/23 China Consumer, Cyclical 0.1 MYBGK1900038 MALAYSIA INVESTMNT ISSUE MGII 3.726 03/31/26 Malaysia Sovereign 0.1 US893830BK41 TRANSOCEAN INC RIG 7 1/4 11/01/25 USA Energy 0.1 XS1733958927 PRO-GEST SPA PROGST 3 1/4 12/15/24 Italy Industrial 0.1 XS1700480160 VALLOUREC SA VKFP 6 5/8 10/15/22 France Industrial 0.1 XS1756722069 KME SE KMEAGR 6 3/4 02/01/23 Italy Basic Materials 0.1 XS1713475058 SAFARI HOLDING VERWALTUN LPLAYG 5 3/8 11/30/22 Germany Consumer, Cyclical 0.1 XS2228919739 BANCA MONTE DEI PASCHI S MONTE 8 1/2 09/10/30 Italy Financial 0.1 US59001ABA97 MERITAGE HOMES CORP MTH 5 1/8 06/06/27 USA Consumer, Cyclical 0.1 US053773BA43 AVIS BUDGET CAR/FINANCE CAR 5 1/4 03/15/25 USA Consumer, Non-cyclical 0.1 US91086QBB32 UNITED MEXICAN STATES MEX 4 3/4 03/08/44 Mexico Sovereign 0.1 US345370CS72 FORD MOTOR COMPANY F 5.291 12/08/46 USA Consumer, Cyclical 0.1 XS1713466222 NOVAFIVES SAS NVFVES 5 06/15/25 France Industrial 0.1 XS1710653137 TAKKO LUX 2 SCA TAKKO 5 3/8 11/15/23 Germany Consumer, Cyclical 0.1 FR0013451416 RENAULT SA RENAUL 1 1/8 10/04/27 France Consumer, Cyclical 0.1 US87927YAA01 TELECOM ITALIA SPA TITIM 5.303 05/30/24 Italy Communications 0.1 XS2114234714 FRIGOGLASS FINANCE BV FRIGOG 6 7/8 02/12/25 Greece Industrial 0.1 US345370CQ17 FORD MOTOR COMPANY F 4 3/4 01/15/43 USA Consumer, Cyclical 0.1 US680665AK27 OLIN CORP OLN 5 02/01/30 USA Basic Materials 0.1 US14739LAA08 CASCADES INC/USA INC CASCN 5 1/8 01/15/26 Canada Industrial 0.1 US29261AAE01 ENCOMPASS HEALTH CORP EHC 4 5/8 04/01/31 USA Consumer, Non-cyclical 0.1 XS2106849727 BANCA MONTE DEI PASCHI S MONTE 8 01/22/30 Italy Financial 0.1 US78442FEQ72 NAVIENT CORP NAVI 5 1/2 01/25/23 USA Financial 0.1 XS2020581752 INTL CONSOLIDATED AIRLIN IAGLN 1 1/2 07/04/27 England Consumer, Cyclical 0.1 US66977WAP41 NOVA CHEMICALS CORP NCX 5 05/01/25 Canada Basic Materials 0.1 US71376LAD29 PERFORMANCE FOOD GROUP I PFGC 6 7/8 05/01/25 USA Consumer, Cyclical 0.1 LU2272225140 SELECTA GROUP FINCO SELNSW 12 10/01/26 Luxembourg Industrial 0.1 US90367UAA97 US ACUTE CARE SOLUTIONS USACUT 6 3/8 03/01/26 USA Consumer, Non-cyclical 0.1 US040114GM64 REPUBLIC OF ARGENTINA ARGENT Float 12/15/35 Argentina Sovereign 0.1 US097751BM26 BOMBARDIER INC BBDBCN 7 1/2 03/15/25 Canada Industrial 0.1 US26885BAA89 EQM MIDSTREAM PARTNERS L EQM 4 08/01/24 USA Energy 0.1 US78454LAN01 SM ENERGY CO SM 6 3/4 09/15/26 USA Energy 0.1 DE000A19YDA9 CORESTATE CAPITAL HOLD CCAPGR 3 1/2 04/15/23 Germany Financial 0.1 US91911KAN28 BAUSCH HEALTH COS INC BHCCN 5 1/2 11/01/25 USA Consumer, Non-cyclical 0.1 US87105NAC48 SWITCH LTD SWCH 4 1/8 06/15/29 USA Communications 0.1 US14282LAG86 CARLSON TRAVEL INC CARLTV 11 1/2 12/15/26 USA Consumer, Cyclical 0.1 US126307AF48 CSC HOLDINGS LLC CSCHLD 6 3/4 11/15/21 USA Communications 0.1 US77340RAS67 ROCKIES EXPRESS PIPELINE ROCKIE 3.6 05/15/25 USA Energy 0.1 XS1196417569 LEBANESE REPUBLIC LEBAN 6.2 02/26/25 Lebanon Sovereign 0.1 US65342RAE09 NFP CORP NFP 4 7/8 08/15/28 USA Financial 0.1 XS2289899242 PETRA DIAMONDS US TREAS PDLLN 10 1/2 03/08/26 South Africa Basic Materials 0.1 US626738AF53 MURPHY OIL USA INC MUSA 3 3/4 02/15/31 USA Consumer, Cyclical 0.1 US455780CN45 REPUBLIC OF INDONESIA INDON 3.7 10/30/49 Indonesia Sovereign 0.1 US00165CAR51 AMC ENTERTAINMENT HLDGS AMC 10 1/2 04/24/26 USA Consumer, Cyclical 0.1 PTTAPDOM0005 TAP SA TAPTRA 5 5/8 12/02/24 Portugal Consumer, Cyclical 0.1 US984245AU46 YPF SOCIEDAD ANONIMA YPFDAR 4 02/12/26 Argentina Energy 0.1 US45771VAH69 INN OF THE MOUNTAIN GODS INNMTN 9 1/4 11/30/23 USA Consumer, Cyclical 0.1 USP97475AJ95 REPUBLIC OF VENEZUELA VENZ 7 03/31/38 Venezuela Sovereign 0.1 US893830AZ29 TRANSOCEAN INC RIG 7.35 12/15/41 USA Energy 0.1 XS1752894292 BANCA MONTE DEI PASCHI S MONTE 5 3/8 01/18/28 Italy Financial 0.1 USY9384RAA87 SOCIALIST REP OF VIETNAM VIETNM 4.8 11/19/24 Vietnam Sovereign 0.1 AT0000A20F93 WIENERBERGER AG WIEAV 2 05/02/24 Austria Industrial 0.1 US412418AA35 NORTHWEST HARDWOODS INC HARDWD 7 1/2 08/01/21 USA Industrial 0.1 XS1513765922 CODERE FINANCE 2 LUXEMBO CDRSM 10 3/4 11/01/23 Spain Consumer, Cyclical 0.1 US958667AA50 WESTERN MIDSTREAM OPERAT WES 5 1/4 02/01/50 USA Energy 0.1 ARCBAS3201C0 CITY OF BUENOS AIRES BUEAIR Float 01/23/22 Argentina Municipal-City 0.1 US78412FAW41 SESI LLC SPN 7 1/8 12/15/21 USA Energy 0.1 XS1261825977 UKREXIMBANK(BIZ FIN PLC) EXIMUK 9 5/8 04/27/22 Ukraine Export/Import Bank 0.1 US77340RAT41 ROCKIES EXPRESS PIPELINE ROCKIE 4.8 05/15/30 USA Energy 0.1 US77340RAD98 ROCKIES EXPRESS PIPELINE ROCKIE 7 1/2 07/15/38 USA Energy 0.1 XS1879224373 EUROPEAN BK RECON & DEV EBRD 23 03/24/22 Multinational Supranational Bank 0.1 XS1454980159 SISAL GROUP SPA SCHMAN 7 07/31/23 Italy Consumer, Cyclical 0.1 US830867AB33 DELTA AIR LINES/SKYMILES DAL 4 3/4 10/20/28 USA Consumer, Cyclical 0.1 ARARGE03E147 REPUBLIC OF ARGENTINA ARGENT Float 12/15/35 Argentina Sovereign 0.1 US552848AF09 MGIC INVESTMENT CORP MTG 5 3/4 08/15/23 USA Financial 0.1 US29336TAC45 ENLINK MIDSTREAM LLC ENLC 5 5/8 01/15/28 USA Energy 0.1 USP17625AC16 REPUBLIC OF VENEZUELA VENZ 12 3/4 08/23/22 Venezuela Sovereign 0.1 XS1813549257 YELL BONDCO PLC YELLUK 8 1/2 05/02/23 England Communications 0.1 US153527AN61 CENTRAL GARDEN & PET CO CENT 4 1/8 10/15/30 USA Consumer, Non-cyclical 0.1 USP17625AE71 REPUBLIC OF VENEZUELA VENZ 11 3/4 10/21/26 Venezuela Sovereign 0.1 US247361ZJ00 DELTA AIR LINES INC DAL 3 5/8 03/15/22 USA Consumer, Cyclical 0.1

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Market value, million ISIN Issuer Security Description Country Sector EUR US61965RAB15 MOSS CREEK RESOURCES HLD MSSCRK 10 1/2 05/15/27 USA Energy 0.1 US81105DAA37 SCRIPPS ESCROW II INC SSP 3 7/8 01/15/29 USA Communications 0.1 XS1685702794 INTRALOT CAPITAL LUX INLOTG 5 1/4 09/15/24 Greece Consumer, Cyclical 0.1 XS1734077420 PETROAMAZONAS EP PTROAM 4 5/8 12/06/21 Ecuador Energy 0.1 XS0493540297 LEBANESE REPUBLIC LEBAN 6 3/8 03/09/20 Lebanon Sovereign 0.1 US513075BX85 LAMAR MEDIA CORP LAMR 3 5/8 01/15/31 USA Communications 0.1 USP7807HAM71 PETROLEOS DE VENEZUELA S PDVSA 12 3/4 02/17/22 Venezuela Energy 0.1 COL17CT03672 TITULOS DE TESORERIA COLTES 5 3/4 11/03/27 Colombia Sovereign 0.1 US212015AL58 CONTINENTAL RESOURCES CLR 4 1/2 04/15/23 USA Energy 0.1 US922646BL74 REPUBLIC OF VENEZUELA VENZ 9 3/8 01/13/34 Venezuela Sovereign 0.1 US62704PAM59 MURRAY ENERGY CORP MURREN 12 04/15/24 USA Energy 0.1 USP7807HAR68 PETROLEOS DE VENEZUELA S PDVSA 6 11/15/26 Venezuela Energy 0.1 US577081AU60 MATTEL INC MAT 6.2 10/01/40 USA Consumer, Cyclical 0.1 US84762LAU98 SPECTRUM BRANDS INC SPB 5 3/4 07/15/25 USA Consumer, Non-cyclical 0.1 US501797AR52 L BRANDS INC LB 7 1/2 06/15/29 USA Consumer, Cyclical 0.1 XS2175968580 MDGH - GMTN BV MUBAUH 3.95 05/21/50 UAE Financial 0.0 US575385AD19 MASONITE INTERNATIONAL C DOOR 5 3/8 02/01/28 USA Industrial 0.0 US910047AH22 UNITED AIRLINES HOLDINGS UAL 5 02/01/24 USA Consumer, Cyclical 0.0 US00867FAA66 AHEAD DB HOLDINGS LLC AHEDBB 6 5/8 05/01/28 USA Technology 0.0 US513075BR18 LAMAR MEDIA CORP LAMR 3 3/4 02/15/28 USA Communications 0.0 USP7807HAQ85 PETROLEOS DE VENEZUELA S PDVSA 9 3/4 05/17/35 Venezuela Energy 0.0 XS1396347566 LEBANESE REPUBLIC LEBAN 6.65 04/22/24 Lebanon Sovereign 0.0 US958254AB09 WESTERN MIDSTREAM OPERAT WES 4 07/01/22 USA Energy 0.0 USY20721BM04 REPUBLIC OF INDONESIA INDON 5 1/8 01/15/45 Indonesia Sovereign 0.0 US44106MBA99 SERVICE PROPERTIES TRUST SVC 4 3/4 10/01/26 USA Financial 0.0 XS1028954441 JOHNSTON PRESS BOND PLC JPRLN 8 5/8 06/01/19 England Communications 0.0 US69318FAG37 PBF HOLDING CO LLC PBFENE 7 1/4 06/15/25 USA Energy 0.0 USP9395PAA95 REPUBLIC OF VENEZUELA VENZ 13 5/8 08/15/18 Venezuela Sovereign 0.0 US65342QAC69 NEXTERA ENERGY OPERATING NEP 4 1/4 09/15/24 USA Utilities 0.0 USP53117AB66 INDUSTRIAS METALURGICAS IMPSA 7 1/2 12/30/25 Argentina Energy 0.0 US364760AL21 GAP INC/THE GPS 8 3/8 05/15/23 USA Consumer, Cyclical 0.0 US013093AD14 ALBERTSONS COS/SAFEWAY ACI 5 3/4 03/15/25 USA Consumer, Non-cyclical 0.0 US46284VAL53 IRON MOUNTAIN INC IRM 5 5/8 07/15/32 USA Financial 0.0 US958254AF13 WESTERN MIDSTREAM OPERAT WES 4.65 07/01/26 USA Energy 0.0 US171484AE81 CHURCHILL DOWNS INC CHDN 4 3/4 01/15/28 USA Consumer, Cyclical 0.0 US78469XAE76 SPX FLOW INC FLOW 5 7/8 08/15/26 USA Industrial 0.0 XS2334079683 CODERE FINANCE 2 LUXEMBO CDRSM 10 3/4 09/30/23 Spain Consumer, Cyclical 0.0 US75606DAE13 REALOGY GROUP/CO-ISSUER RLGY 4 7/8 06/01/23 USA Financial 0.0 XS0294367205 PETROLEOS DE VENEZUELA S PDVSA 5 1/2 04/12/37 Venezuela Energy 0.0 US829259AW02 SINCLAIR TELEVISION GROU SBGI 5 1/8 02/15/27 USA Communications 0.0 US674599CY98 OCCIDENTAL PETROLEUM COR OXY 4.4 08/15/49 USA Energy 0.0 US06985PAN06 BASIC ENERGY SERVICES BASX 10 3/4 10/15/23 USA Energy 0.0 USP7807HAT25 PETROLEOS DE VENEZUELA S PDVSA 6 05/16/24 Venezuela Energy 0.0 XS1313654623 LEBANESE REPUBLIC LEBAN 7.05 11/02/35 Lebanon Sovereign 0.0 US25381YAC57 DIGICEL GROUP HOLDINGS DLLTD 7 PERP Jamaica Communications 0.0 US36162JAB26 GEO GROUP INC/THE GEO 6 04/15/26 USA Financial 0.0 US458204AQ79 INTELSAT LUXEMBOURG SA INTEL 8 1/8 06/01/23 Luxembourg Communications 0.0 US92765YAH09 VIRGIN AUSTRALIA HOLDING VAHAU 8 1/8 11/15/24 Australia Consumer, Cyclical 0.0 USP97475AG56 REPUBLIC OF VENEZUELA VENZ 6 12/09/20 Venezuela Sovereign 0.0 USP7807HAP03 PETROLEOS DE VENEZUELA S PDVSA 9 11/17/21 Venezuela Energy 0.0 US65505JAA97 NOBLE FINANCE CO NE 11 02/15/28 USA Energy 0.0 XS1577963306 TRAVELEX FINANCING PLC TRVLEX 8 05/15/22 England Financial 0.0 XS1608040090 SENVION HOLDING GMBH SENGR 3 7/8 10/25/22 Germany Industrial 0.0 US458204AP96 INTELSAT LUXEMBOURG SA INTEL 7 3/4 06/01/21 Luxembourg Communications 0.0 US66727WAA09 NORTHWEST ACQ/DOMINION NORACQ 7 1/8 11/01/22 USA Basic Materials 0.0 XS1071419524 GALAPAGOS SA GALAPG 5 3/8 06/15/21 Luxembourg Industrial 0.0

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